Many people asked that the Mobileinit event didn't work. Simplicity just you need to follow this sequence:
<link rel="stylesheet" href="http://code.jquery.com/mobile/1.0b1/jquery.mobile-1.0b1.min.css" />
<script src="http://code.jquery.com/jquery-1.6.1.min.js"></script>
<script>
$(document).bind("mobileinit", function () {
alert('mobileinit is fired');
});
</script>
<script src="http://code.jquery.com/mobile/1.0b1/jquery.mobile-1.0b1.min.js"></script>
Hope that helps.