The pop up nice box is generated by Internet Explorer, and not by jQuery Validation, when you add required
attribute. jQuery Validation is not binded yet to your input element. Try to remove $("#MainForm").validate();
, reload page, and re-submit your form. The result will be the pop up nice box.
As far as I know, the only way to tell jQuery Validation to use that method is by customize css files used within jQuery Validation plugin.