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Include js withing JQueryValidation
loadJavaScriptFile("Scripts/ErrMsgs.js");

function loadJavaScriptFile(jspath) {
     document.write('<script type="text/javascript" src="' + jspath + '"></script>');
}

$.extend(jQuery.validator.messages, {
    required: "This field is required.",
    remote: "Please fix this field.",
    email: "Please enter a valid email address.",
    url: "Please enter a valid URL.",
    date: "Please enter a valid date.",
    dateISO: "Please enter a valid date (ISO).",
    number: "Please enter a valid number.",
    digits: "Please enter only digits.",
    creditcard: "Please enter a valid credit card number.",
    equalTo: "Please enter the same value again.",
    accept: "Please enter a value with a valid extension.",
    maxlength: $.validator.format("Please enter no more than {0} characters."),
    minlength: $.validator.format("Please enter at least {0} characters."),
    rangelength: $.validator.format("Please enter a value between {0} and {1} characters long."),
    range: $.validator.format("Please enter a value between {0} and {1}."),
    max: $.validator.format("Please enter a value less than or equal to {0}."),
    min: $.validator.format("Please enter a value greater than or equal to {0}.")
});

<script type="text/javascript" src="ErrMsgs.js"></script>

var msg1 = "This field is required.",
     msg2 = "Please fix this field.",

     // etc., etc.

 $.extend(jQuery.validator.messages, {
    required: msg1,
    remote: msg2,

    //  etc. etc.

});

$.extend(jQuery.xyz.messages, {
    required: msg1,
    remote: msg2,

    //  etc. etc.

});

$.getScript("Scripts/ErrMsgs.js", function(data, textStatus){
   $.extend(jQuery.validator.messages, myCustomErrorMessages);
});