JQuery Dialog customization

How can I change the appearance of jQuery dialog box to a tooltip bubble? Does jQuery dialog supports this kind of customizations?

I would go for this option:
http://www.queness.com/post/1696/create-a-beautiful-looking-custom-dialog-box-with-jquery-and-css3

It has a nice tutorial and a demonstration here:
http://www.queness.com/resources/html/project/index.html