$("#frm").validate({
        rules: {
            my_field: {
                required: true
            }
        },
        messages: {
            my_field: {
                required: "Please provide a my field"
            }
        }
    });

jQuery("#formID2").validationEngine({'custom_error_messages' : {
    '#someId' : {
        'required': {
            'message': "This is a custom message that is only attached to the input with id 'someId' if it
                        has the validation of 'required'. This will always display, even if it has other
                        custom messages."
        }
        ,'custom[min]': {
            'message': "This is a custom message that is only attached to the input with id 'someID' if it
                        has the validation of 'custom[min[someNumber]]'. This will always display, even if
                         it has other custom messages."
        }
    },
    '.someClass': {
        'equals': {
            'message': "This is a custom message that is only attached to inputs that have the class of
                        'someClass' and the validation type of 'equals'. This will be displayed only on
                        inputs without an ID message."
        }
    },
    'required' {
        'message': "This is a custom message that replaces the normal error message for the validation
                    'required'. This only displays when there are no Class or ID messages."
    }
}