JQuery :: UI Dialog Not Working In IE6

I am new to jQuery UI, and I am trying to create a new dialog using when I click on a link or a button. Here is my code:
function openJQueryDialog(dialogWidth){
$(function() {
$("#AJAX_DIALOG").dialog({
bgiframe: true,
autoOpen: false,
bgiframe: true,
closeOnEscape: true,
modal: true,
resizeable: true,
width: dialogWidth,
close: function(event,ui) {
try{
jQuery("#AJAX_DIALOG").remove();
}catch(e){
alert(e.message);
}}});
$("#AJAX_DIALOG").dialog("open");
});
}
This code works fine on Firefox