This my index.jsp file but the jQuery mobile CSS and JS do not do their work.

My .css and .js files are at the same dir level as index.jsp. Should they be in a different directory? Here is my directory structure

Here is my index.jsp:
<html>
<head>
<link rel="stylesheet" type="text/css" href="jquery.mobile-1.0a4.1.css" />
<script type="text/javascript" src="jquery.mobile-1.0a4.1.js"></script>
</head>
<body>
<div data-role="fieldcontain">
<label for="slider">Input slider:</label>
<input type="range" name="slider" id="slider" value="0" min="0" max="100" />
</div>
</body>
</html>
Firebug says that both resources are loaded

Your page is far from the reference page structure as shown here.
You should have the following wrapping your field-contain after your body: