JQuery :: Ajax Function Does Not Work

I'm sure that "insert.php" works because I've tried the
<form method="POST" target="insert.php">
And it adds to the database through "insert.php". But when I remove the
'method="POST" target="insert.php"'
And replace it with $.ajax() it won't work.

Here's the code:
$(document).ready(function(){
$("#submit_wall").submit(function() {
var message_wall = $('#message_wall').attr('value');
var message_wall = message_wall.replace(/</g, '<');
var message_wall = message_wall.replace(/>/g, '>');
var message_wall = message_wall.replace(/<.*?>/g, '');
var FeedUNum = $('#FeedUNum').attr('value');
var FeedConn = $('#FeedConn').attr('value');
$.ajax({
type: "POST",
url: "insert.php",
data: "FeedUnum="+FeedUNum+"&message_wall="+message_wall+"&FeedConn="+FeedConn,
success: function(){
$("ul#wall").prepend('<li style="display: none;">'+message_wall+'</li>');
$("ul#wall li:first").fadeIn();
}});
return false;
});});