Close "Cross" image not displayed when I simply copy the sample and run it.

Close "Cross" image not displayed when I simply copy the sample and run it.

Hi,
Please kindly advise when I copy the  http://jqueryui.com/dialog/#modal-form and press the "Create New Button" the cross is not displayed in the top of the Dialog? All the other functionality works fine.

I believe the style.css is just :

body {
font-family: "Trebuchet MS", "Helvetica", "Arial",  "Verdana", "sans-serif";
font-size: 62.5%;
}

Perhaps I am missing another script or reference.
Please kindly advise, thank you.
Regards,
Anil