jQuery Validation plugin - Custom message

I am new to JQuery and am using the JQuery validation plugin.

I would like to ask, how to override the default messages to display also text in label associated with form element.

I would get message something like this:

Field Password is required. instead of default This field is required.

Field PostCode must contain at least 3 characters. instead of default Please enter at least 3 characters.

I need to override the default behaviour of this plugin, because I do not want to specify custom message for each item for every type of validation.

Is it possible?