In jquery UI dialog, is it possible to put a modal dialog on top of another modal dialog

I have a modal dialog using jquery UI dialog. I now want to popup another dialog when i user changes a field in the first dialog. Both should be modal.

Is this possible as i tried putting this code there and nothing seems to popup. The following code works fine when click from a regular page (where the select control with id: selectDropdownThatICanChange) but if the same select control that i am changing is itself a dialog the dialog("Open") line does nothing. The change event fires and the open method gets called but nothing pops up.

$("#secondModalDialog").dialog({
    resizable: false,
    height: 'auto',
    autoOpen: false,
    title: "Warning",
    width: 400,
    modal: true,
    buttons: {
        'Close': function () {
            $("#secondModalDialog").dialog('close');
        }
    }
});


$('#selectDropdownThatICanChange').live("change", function () {
    $("#secondModalDialog").dialog('open');
});

and here is the dialog (which is just a div)

<div id="secondModalDialog" style="display:none">
      This is a test <br/> This is  atest
</div>