jQuery Validate Plugin: Can I send a failure message back from the server using remote?

jQuery Validate Plugin: Can I send a failure message back from the server using remote?

The docs for the remote method ( http://docs.jquery.com/Plugins/Validation/Methods/remote#options) seem to suggest this is possible:
The response is evaluated as JSON and must be true for valid elements, and can be any false, undefined or null for invalid elements, using the default message; or a string, eg. "That name is already taken, try peter123 instead"to display as the error message.
 
But I cannot seem to get it to work.  I've tried returning both:

My failure message.

and 

"My failure message."

And in each case no message is displayed on the form.

Is this possible, and if so do I need to use a particular format to get it to work?

Thanks,
Bob