They provide jquery.xslTransform, "a jQuery wrapper for Sarissa, providing the ability to replace any element on the fly (using the browser's built-in XSLT engine) with the results from an XSLT transformation of an XML document." For example:
$('your-selector-here').getTransform('path-to-xsl.xsl','path-to-xml.xml');".
Sweet, looks as simple as it possibly could get. Requires jquery.debug and Sarissa.