Assume we have the following code:

<input type="file" id="works" />

<input type="file" id="dsntwork" />

<script type="text/javascript">

<![CDATA[

$('#works').change(function(){alert("works")});

$('#dsntwork').live('change', function(){alert("works")});

]]>

</script>

When you pick a file for '#works' element you see the alerted text immediately. But when you pick the file for '#dsntwork' element you won't see any alerts untill you blur the element.