Using dialog methods:
$('.selectorUsedToCreateTheDialog').dialog('option', 'title', 'My New title');
Or directly, hacky though:
$("span.ui-dialog-title").text('My New Title');
For future reference, you can skip google with jQuery. The jQuery API will answer your questions most of the time. In this case, the Dialog API page. For the main library: http://api.jquery.com