First Time Using Dialog and it won't show up

First Time Using Dialog and it won't show up

I have been using JQuery for some time but have just started trying to use the dialog widget recently.
I must be missing some fundamentals because I can't even get the dialog box to show up. 
 
I have this HTML:
 
            <div id="dialog" title="Add New Need">
             This is the dialog box from which new Needs will be added
            </div>

 
Then I have this JQuery code:
 
      $("#dialog").dialog("open")
 
Is there some type of initialization that needs to be done first??
 
Can someone show me the most basic, minimum code required to get a window to open up. I can then build on that.
 
Thanks
David