I'm having a peculiar problem. I'm able to add a css class to a DIV, but the styles are not rendered.
UPDATE
I finally found the problem.
With the code I originally used, I added the class to the 'myDialog' div. What I nedded to do, was to add the class to the parent div which $.dialog creates (to wrap my dialog div).
Once this was done, my dialogbox was rendered corectly. Here is the code I use:
  //Instantiate dialog      
  jQuery("#dialog").dialog({ modal:true, autoOpen:false });
  function processRegistration(instanceID, formData)
  {
    jQuery.post("wp-content/themes/storelocator/include/jquery_bll.php", { instance: 'processRegistration', formData : formData, instanceID : instanceID },
      function(feedback)
      {
        jQuery('#dialog').text(feedback.message);
        jQuery('#dialog').parent().addClass(feedback.type);
        jQuery('#dialog').dialog('open');
      },"json");
  }