I am using CKEditor Version 3.3.1, Also tried latest version 4.3 but facing same problem.
Now the problem is, Whenever I try to load the CKEDITOR to the Textarea Which is located inside the jQuery Dialog box, CKEditor loads properly, but When I try to create a hyper link, It open up the Link Popup box, but Link options (Input field, dropdown etc) is not working.
For reference see the attached screen shot. Please guide me, how to resolve this issue.
Here is the solution for the above problem, thats worked for me.