$("#editDialog").popup(); 
$("#editDialog").popup('open'); 
runConfirmDialog();

function runConfirmDialog() {
 $.mobile.changePage( "#editDialog", 
 {role: "popup"}
 );
});

My popup is: 

 <div data-role="popup" id="editDialog" data-overlay-theme="a" data-theme="c" style="max-width:400px;" class="ui-corner-all">
 <div data-role="header" data-theme="a" class="ui-corner-top">
 <h1></h1>
 </div>
 <div data-role="content" data-theme="d" class="ui-corner-bottom ui-content">
 <h3 class="ui-title">You have ...</h3>
 <a href="#" data-role="button" data-inline="true" data-rel="back" data-theme="c">OK</a>
 </div>
 </div>