How to show validation control's Error messages in Alert box?

    <form id="form1" runat="server">
    <asp:Label ID="lblNameRequired" runat="server" Text="*Name :"></asp:Label>
    <asp:TextBox ID="txtNameRequired" runat="server" ValidationGroup="Validation"></asp:TextBox>
    <asp:RequiredFieldValidator ID="RequiredFieldValidatorName" runat="server" ControlToValidate="txtNameRequired"
        Display="None" ErrorMessage="Name is Required" ValidationGroup="Validation"></asp:RequiredFieldValidator>
    <br />
    <asp:Label ID="lblGenderRequired" runat="server" Text="*Gender :"></asp:Label>
    <asp:DropDownList ID="ddlGenderRequired" runat="server" ValidationGroup="Validation">
        <asp:ListItem Selected="True" Value="-1">--Select--</asp:ListItem>
        <asp:ListItem Value="0">Male</asp:ListItem>
        <asp:ListItem Value="1">Female</asp:ListItem>
    </asp:DropDownList>
    <asp:CompareValidator ID="CompareValidatorGender" runat="server" ControlToValidate="ddlGenderRequired"
        Display="None" ErrorMessage="Gender is Required" Operator="NotEqual" ValidationGroup="Validation"
        ValueToCompare="-1"></asp:CompareValidator>
    <br />
    <asp:Label ID="lblValidation" runat="server" Text="Fields marked with * are required"></asp:Label>
    <br />
    <asp:Button ID="btnValidate" runat="server" Text="Validate Input" ValidationGroup="Validation" />
    <br />
    <asp:ValidationSummary ID="ValidationSummary1" runat="server" ShowMessageBox="True"
        ShowSummary="False" ValidationGroup="Validation" />
    </form>

You should use the same ValidationGroup text on all validation controls and add a ValidationSummary with the ValidationGroup and ShowMessageBox="true"

Use the following code , just set the correct messeges that u want :

<asp:ValidationSummary ID="ValidationSummary1"   ShowMessageBox ="true" 
                    runat="server"  />  


<asp:textbox id="txt1" runat="server"></asp:textbox>
&nbsp;<asp:regularexpressionvalidator id="RegularExpressionValidator1" runat="server"
    controltovalidate="txt1" errormessage="Please Enter Only Numbers" validationexpression="^[-+]?\d+(\.\d+)?$">
    </asp:regularexpressionvalidator>
&nbsp;
<asp:requiredfieldvalidator id="RequiredFieldValidator1" runat="server" controltovalidate="txt1"
    errormessage="please enter txt1">*</asp:requiredfieldvalidator>
<asp:textbox id="txt2" runat="server"></asp:textbox>
&nbsp;<asp:regularexpressionvalidator id="RegularExpressionValidator2" runat="server"
    controltovalidate="txt2" errormessage="Please Enter Only Charcters" validationexpression="^[a-zA-Z\s.]*$">
    </asp:regularexpressionvalidator>
&nbsp;
<asp:requiredfieldvalidator id="RequiredFieldValidator1" runat="server" controltovalidate="txt2"
    errormessage="please enter txt2">*</asp:requiredfieldvalidator>
    &nbsp;
<asp:textbox id="txt3" runat="server"></asp:textbox>
<asp:requiredfieldvalidator id="RequiredFieldValidator1" runat="server" controltovalidate="txt3"
    errormessage="please enter txt3">*</asp:requiredfieldvalidator>





<asp:Button ID="btnok" runat="server" Text="ok"/>