I wouldn't even think of doing it.
For one thing most people will already have a copy of the jQuery framework included in their app if they're using jQuery plugins, which means that you're both loading it twice (making http requests slower) and exposed to possible conflict problems.
For another thing, oftentimes people use things like Google's API or another CDN to deliver their external JS libraries, and in that case you're, again, just making your site load times longer.
As for the version of jQuery: If your plugin only works on 1.5 (there were some changes to thinks like attr() in 1.6 that could feasibly break things, so I'll use 1.5 as an example) you should let people know, but not force them to use a specific version. For all you know they might want to take your plugin and expand it to do other stuff which needs 1.6. Sure, they'll have to fix whatever bugs there are in the base plugin, but so what?