Are you using an anchor tag to implement the “button” that pops the dialog? If so, you’ll want the click handler that opens the dialog to return false so that the default action of the anchor tag isn’t invoked. If you are using a button, you’d also need to make sure that it doesn’t submit (by returning false from the handler) and completely refresh the page.
For example,
$('a.closeButton').click( function() {
$('#dialog').dialog('open');
return false;
});
<a class="closeButton">Close</a>