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');