I found my problem: I did not read the documentation careful enough, which states that:

If you have a different path to javascript files you must change the value of the variable pathtojsfiles appropriately. This path is relative to your application (or the server application), not to jquery.jqGrid.js; so if your path to jquery.jqGrid.js is “..scripts\”, this will need to be “..\scripts\js\”.

So I am one step closer to jqGrid.

By the way, I think Firebug is a great tool — I initially thought that all the JS files that jquery.jqGrid.js needed were loaded. But closer inspection reveals that they are actually “not found” because the path (pathtojsfiles) was wrong.