jQuery ui dialog add a help icon in the titlebar

Question

I'd like to add a help icon in the title bar (right corner) of the JQuery UI dialog box.

I started from the default dialog demo

$('span.OK').click(function() {
    setTimeout(function(){ $( "#dialog" ).dialog(); }, 100);
});

here is the fiddle http://jsfiddle.net/survivant/cyFxp/3/

I found that there is a default help icon in the theme, but I'm not sure how to display it in the title bar.

The goal is to have a ? (help) button display beside the X (close) button. When I click on it, I want a popup to open (probably another dialog) that will show the help.

EDIT

Thanks to the answers given, I have now a help icon that will show an alert when clicked. However, when hovering over this icon, the cursor is a "move" cursor instead of a "pointer" cursor like the close button.

How can I make prevent the "move" cursor in favor of the "pointer" cursor?

PS. the demo in the answer below works in jsbin, but my demo in jsfiddle doesn't work.