How to completely remove a dialog on close

When an ajax operation fails, I create a new div with the errors and then show it as a dialog. When the dialog is closed I would like to completely destroy and remove the div again. How can I do this? My code looks something like this at the moment:

$('<div>We failed</div>')
    .dialog(
    {
        title: 'Error',
        close: function(event, ui)
        {
            $(this).destroy().remove();
        }
    });

When I run this the dialog box shows up correctly, but when I close it the dialog is still visible in the html (using FireBug). What am I missing here? Something I have forgotten?

Update: Just noticed my code gives me an error in the firebug console.

$(this).destroy is not a function

Anyone able to help me out?

Update: If I do just $(this).remove() instead, the item is removed from the html. But is it completely removed from the DOM? Or do I somehow need to call that destroy function first as well?

$(this).dialog('destroy').remove()

This will destroy the dialog and then remove the div that was "hosting" the dialog completely from the DOM

Why do you want to remove it?

If it is to prevent multiple instances being created, then just use the following approach...

$('#myDialog') 
    .dialog( 
    { 
        title: 'Error', 
        close: function(event, ui) 
        { 
            $(this).dialog('close');
        } 
    }); 

And when the error occurs, you would do...

$('#myDialog').html("Ooops.");
$('#myDialog').dialog('open');

$(dialogElement).empty();

$(dialogElement).remove();

this fixes it for real