Using Dialog for new pages?

Hi all,
I am currently using the FancyBox plugin to display some pages on my
site but I think Dialog would suit a lot better.
The code I currently use is:
$(".fancylink").fancybox({'overlayShow': true});
<a href="anything.html" class="fancylink">anything</a>
Is it possible to use Dialog to display other pages rather than a div
on the current page?
If so, any ideas how I do it?
Thanks, Ant.