Instead of the fancy box, you could also the jQueryUI dialog. That way you can just use a div in the page to define the contents of the dialog and then call the Dialog to display it. I am creating it right now to display a popup window to first time users of our site alerting them to the fact it is under construction. Check it out
here.
I thought of using the FancyBox solution, but I decided to go with JQueryUI to keep it close to the original JQuery library.