I tried different ways to do this but i cant get it work. this is the code:
    $.ui.dialog.defaults.bgiframe = true;
$(function() {
    $("#category_edit_dialog").dialog({
        width: 960,
        hide: 'slide',
        position: 'top',
        show: 'slide',
        close: function(event, ui) { redirect here? how? }
    });
    });
});
Thanks dekomote for helping me. At his advice i solved the problem: here is the full working code:
 $.ui.dialog.defaults.bgiframe = true;
$(function() {
    $("#category_edit_dialog").dialog({
        width: 960,
        hide: 'slide',
        position: 'top',
        show: 'slide',
        close: function(event, ui) { location.href = 'url here' }
    });
});