I recommend using the playlist add-on.

1. Create an empty player instance

   var jpplaylist = new jPlayerPlaylist({
       jPlayer: "#jquery_jplayer_1",
       cssSelectorAncestor: "#jp_container_1"
       }, [], {
           swfPath: "/path/to/swf",
           supplied: "mp3",
           wmode: "window"
       });
   

2. After your AJAX page load, use the setPlaylist function to add your tracks:

   jpplaylist.add({
       title:"Song Title",
       mp3:"http://example.com/example.mp3"
   });
   

The full playlist specs are here: http://www.jplayer.org/latest/demo-02-jPlayerPlaylist/