Try the following steps:
1) Download the whole jQuery UI package from
http://jqueryui.com/download
2) Unzip the package and copy the JS and CSS folder to your survey inside the folder /graphics/system/ .
3) Open the Survey Settings of your survey and go to 'Headers and Footers'.
4) Inside the 'HTML <head> Tag' box, copy and paste the following lines:
<link rel="stylesheet" type="text/css" href="[%GraphicsPath()%]system/css/ui-lightness/jquery-ui-1.8.19.custom.css">
<script type="text/javascript" src="[%GraphicsPath()%]system/js/jquery-1.7.1.min.js"></script>
<script type="text/javascript" src="[%GraphicsPath()%]system/js/jquery-ui-1.8.18.custom.min.js"></script>
<script type="text/javascript">
var j = jQuery.noConflict();
</script>
5) Click on OK and create a new Free Format question
6) Go the 'Question Text' tab and add the following lines to the 'Header 1' field:
<h3>jQuery Slider Example</h3>
<div id="slider"></div>
<script type="text/javascript">
j(document).ready(function(){
j("#slider").slider();
});
</script>
7) Test and see if it works ;)
At this point, I think you can manage.