How to attach a validation message to something other than an associated label?

How to attach a validation message to something other than an associated label?

Hi,

I have a vertical set of grouped radio buttons and I have put them in a fieldset so that the legend can be used as the group label. The results is as shown here
To get the validation done I used the method require_from_group from the additional_methods set, and created a rule for the radio button group.
The problem now is that jQuery Validation always wants to associate the error message with the label and the only means of styling I found was to create a css rule for label.error, but it this particular case I would rather the error message could be associated with the fieldset so that it appears underneath all of the radio buttons.

Is there a way to override Validation to tell it to use another element to place the error message in?

TIA,
Nick