You can do this without any plugins, but the hard part that you probably want to avoid is modularity.
If you want the dialog box to move when they click and drag, you must set the position of this div based on the position of the mouse, which can be quite loose. hence the jqueryui parameters.
I agree, CSS is enough to make you sometimes choke.
Oh, and it was just said that you can get a perfect gray box with one button that will morph according to any browser user interface: alert()
Anthony
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