Mine

<script type="text/javascript"> 


        jQuery(document).ready( function(){       

           var dialogId = 'dialog-' + new Date().getTime();
                        
			    $dialog = $('<div id="' + dialogId + '">Loading..</div>');
 
                $dialog.dialog({
						height: 350,
                        modal: true,
                        position: 'center',
                        autoOpen:false,
                        title:'Hello World',
                        overlay: { opacity: 0.5, background: 'black'}
                });
 
                Sijax.request('populateDialog', [dialogId]);
        });

</script>


PHP

   function populateDialog(Core_Sijax_Response $response, $dialogId) {


	    $response->html('#' . $dialogId, 'This is dialog ' . $dialogId);
	    $response->script("$('#$dialogId').dialog('open');");

   }