Edit in JSFiddle

window.alert = function () {
  var msg = arguments[0];
  jQuery('<div class="modal"></div>')
  .html(msg.replace(/\n/g, "<br />"))
  .appendTo('body')
    .modal({
      escapeClose: true,
      clickClose: false,
      showClose: true
    });
};

<a href="#go-somewhere" onclick="alert('Alert Message! \n New Line - Alert Message. \n Oh, dude. Boring it is.'); return false;">Link</a>

.modal {
    display: none;
    width: 200px;
    background: #fff;
    padding: 15px 30px;
    -webkit-border-radius: 8px;
    -moz-border-radius: 8px;
    -o-border-radius: 8px;
    -ms-border-radius: 8px;
    border-radius: 8px;
    -webkit-box-shadow: 0 0 10px #000;
    -moz-box-shadow: 0 0 10px #000;
    -o-box-shadow: 0 0 10px #000;
    -ms-box-shadow: 0 0 10px #000;
    box-shadow: 0 0 10px #000;
}
.modal a.close-modal {
    position: absolute;
    top: -12.5px;
    right: -12.5px;
    display: block;
    width: 30px;
    height: 30px;
    text-indent: -9999px;
    background: url(https://raw.github.com/kylefox/jquery-modal/master/close.png) no-repeat 0 0;
}
.modal-spinner {
    display: none;
    width: 64px;
    height: 64px;
    position: fixed;
    top: 50%;
    left: 50%;
    margin-right: -32px;
    margin-top: -32px;
    background: url(spinner.gif) #111 no-repeat center center;
    -webkit-border-radius: 8px;
    -moz-border-radius: 8px;
    -o-border-radius: 8px;
    -ms-border-radius: 8px;
    border-radius: 8px;
}