hello,
I have used the same files in the following way it worked for me
<script src="../Scripts/Dialog/jquery.bgiframe-2.1.2.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.core.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.dialog.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.draggable.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.mouse.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.position.js" type="text/javascript"></script>
<script src="../Scripts/Dialog/jquery.ui.resizable.js" type="text/javascript"></script>
<link href="../Scripts/Dialog/demos.css" rel="stylesheet" type="text/css" />
<script type="text/javascript">
$(function () {
$('#dialog-modal').html('<p class="SubHeading">There Is No Data For This Vehicle</p>')
$("#dialog:ui-dialog").dialog("destroy");
$("#dialog-modal").dialog({
height: 100,
modal: true
});
</script>
<div id="dialog-modal" title="MESSAGE WINDOW">
</div>
make sure id "dialog-modal" is must be html control (div)
Happy coding else if asp control use <%=...%>