<?php

// some code

session_start();
$query = "SELECT * FROM CRM.Users WHERE Login = '$l_username' AND Password = '$l_password'";
$result = mysql_query($query) or die ( "Error : ".mysql_error() );
while($row = mysql_fetch_assoc($result)){

...

if(mysql_num_rows($result) < 1){

// echo The password or login is wrong

</php>

<div id="dialog" title="Basic dialog">
  <p>The password or login is wrong</p>
</div>

function myfunction()
     {

      $( function() {
        $( "#dialog" ).dialog();
      } );


 }