Hi,

You may get reference to Infragistics.Web.UI.Header object by get_header() member function of dialog and use setCaptionText(text) member function of header. Below is example:

<script type="text/javascript">
  function dialogLoaded(dialog)
  {
    dialog.get_header().setCaptionText('loaded');
  }
  function setCaption()
  {
    var dialog = $find('<%=WebDialogWindow1.ClientID%>');
    dialog.get_header().setCaptionText('from button');
  }
</script>
<ig:WebDialogWindow ID="WebDialogWindow1" runat="server">
    <ClientEvents Loaded="dialogLoaded" />
</ig:WebDialogWindow>
<input type="button" value="set caption" onclick="setCaption()" />