jquery woes

Why does it seem like none of my jQuery plugins will work? First I had trouble with the onload functions, converted those to drupal behaviors and mostly working good now.
However now I'm trying to load nyroModal and my $.myfunction isnt loading. Any ideas on what to check? What are these little functions called anyway? Can someone explain to me why the functions also are defined as $.fn.asdf in the js? is that b/c they are objects of the fn object of the $ object??
Any suggestions? Ive had this prob with other jquery plugins
Thanks!