jquery, event not working on a dynamic object

jquery, event not working on a dynamic object

I've a HTML page where I'm adding an icon file to DIVs dynamically. This
image serves as close icon and has a predefined class, say, 'close'. To
this class I've attached the click event like
$('.close').click(function()
{
alert('You chose to delete this image');
});
this works fine for the script that is loaded on page load. However, when
I attach the same icon to other DIVs, the click event doesn't seem to
trigger. There's no error in firebug. I don't know what's wrong!