I created a page using SDP added some Data view webparts in and it works fine. But when i try to use Jquery it doesn't work. Any ideas why?
A few things with this question:
You say if there's a problem using the DVWP without a master page. There is. The master page brings in required tags and references to the SharePoint Object Model that the DVWP needs. You can use a DVWP on a ASP.NET page without a master page, but you still need those references. Just copy the header from a master page to get them.
You say you used SDP to add them. I can only assume you mean SPD (SharePoint Designer). That is the only way to create and add DVWPs to Web Part Pages (which already have a master page association, they're just content pages)
You say jQuery doesn't work. Need more info since jQuery has nothing to do with Data View Web Parts, Master Pages, or SharePoint for that matter.