hated8,
так сделайте алерт ещё одним диалогом
<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>dialog demo</title>
<link rel="stylesheet" href="http://code.jquery.com/ui/1.11.2/themes/smoothness/jquery-ui.css">
<script src="http://code.jquery.com/jquery-1.10.2.js"></script>
<script src="http://code.jquery.com/ui/1.11.2/jquery-ui.js"></script>
</head>
<body>
<button class="opener" data-open="#dialog">open the dialog</button>
<div id="newalert" title="New Alert" >I'm a alert</div>
<div id="dialog" title="Dialog Title">I'm a dialog<button class="opener" data-open="#newalert">open the alert</button></div>
<script>
$( "#dialog, #newalert" ).dialog({ autoOpen: false , modal: true });
$( ".opener" ).click(function() {
$( $(this).data('open') ).dialog( "open" );
});
</script>
</body>
</html>