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?