Pagination using livequery in jQuery
The code looks fine to me. The only things I would personally change is the use of the live() method (which has been deprecated, and was slow anyway) todelegate() and the use of the :nth() selector, which again I believe is not very fast - although I've not specifically tested it. In place of that I'd use eq().

$('.modal-pagination').delegate('a', 'click', function(e) {
    e.preventDefault();
    var thePag = $(this).attr('id');
    $('.show-content').find('.page-me').hide().eq(thePag -1).show();
});