The HTML

Head

<!-- JQUERY UI -->
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.7.2/jquery.min.js" type="text/javascript"></script> <!--Should be first script imported/first script on the page-->
<link rel="stylesheet" href="http://ajax.googleapis.com/ajax/libs/jqueryui/1.8.9/themes/smoothness/jquery-ui.css" type="text/css" media="all" />
<script src="http://ajax.googleapis.com/ajax/libs/jqueryui/1.8.9/jquery-ui.min.js" type="text/javascript"></script>


<script type="text/javascript">
	//-----------------------------
	//----- OUR JQUERY DIALOG -----
	//-----------------------------
	$(".our_jquery_dialog").live('click', function(e)
	{
		e.preventDefault();
		
		//----- OPTIONAL GET SPECIAL VALUES INCLUDED IN THE LINK -----
		var usage_id = $(this).attr("usage_id");
		
		$("#dialog-confirm").html("<p>" + $(this).attr("message") + "</p>");
		
		$( "#dialog-confirm" ).dialog(
		{
			resizable: false,
			modal: true,
			buttons:
			{
				"Yes": function()
				{
					//----- YES -----
					
					//Disable the dialog (if the next step takes a while to complete this stops the user being able to press a button again)
					$( this ).dialog( "disable" );

					//POST TO THE PHP PAGE
					$.post("some_page.php",													//Page to post to
						{ action: "my_action_name",  id: usage_id }, 	//Data sent wth the post request
					  function(data) {															//Callback function that is executed if the request succeeds - success(data, textStatus, jqXHR)
							$( "#dialog-confirm" ).dialog( "close" );		//Close the dialog box
							alert( data );															//Display message echo'd by the php file
							history.go(-1);															//Go back to previous page
					   });
						 
					//$( this ).dialog( "close" );
					//window.location = "video_remove.php";
				},
				Cancel: function()
				{
					//----- CANCEL -----
					$( this ).dialog( "close" );
				}
			},
			title: $(this).attr("title")
		});
		return false;
	});
</script>

Body

<!-- div element used for confirmation and other dialogs -->
<div id="dialog-confirm" style="display:none;"></div>
<!-- -->

<a href="javascript:void(0)" class="our_jquery_dialog" title="The Title"  message="A message" usage_id="12345">Open The Dialog</a>

The PHP File

<?php
	
	if(isset($_POST['action']))
	{
		$action = $_POST['action'];
		if($action == 'my_action_name')
		{


		}

		echo "Video deleted!";

	}


?>