How to Call Controller Actions using JQuery in ASP.NET MVC

I've been reading on this for a while and found that you can call a controller action by using:

$.ajax("MyController/MyAction", function(data) {
    alert(data);
});

Does this mean I should add the MicrosoftMvcAjax.js or the MicrosoftAjax.js along with the Jquery lib?

Also, what should the second parameter contain in the $.ajax() function?

Lastly, any other link in stackoverflow or outside of the site that could be helpful in asp.net mvc w/ ajax and jquery?

Thanks.