You can't achieve what you want with error_messages_for.
You'll have to build up your own error display using error_messages_on (note on instead of for).
You'd think this would be a perfect opportunity to use a custom form builder, but take care:
http://groups.google.com/group/rubyonrails-talk/browse_frm/thread/13028ae842da2d6b/8510ccd7ef5cd1ac
I asked that question over a month ago and still haven't had a reply, so you may find yourself on your own if you try the custom form builder approach.
Neither AWDWR nor Rails Recipes deal with this.
Ciao, Sheldon.