I was correct. The problem DOES seem to be connected with WP. I got it to work with a full path to the file I want to load. The problem now is using <?php bloginfo(‘template_url’); ?> the get the theme path.
It would appear that the main problem is that php loads serverside while Jquery does IN browser so mixing the two are complicated. (thanks apljdi)
Ideas how to call the template theme path in jquery?