whole page gettin g refreshed when click ok in message box in web form

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C#

ASP.NET

Ajax

Hi,
I am getting very weird problem. I have a model pop extender and I am making user to fill fields in it. So if user misses some field/text box I wanted a message to be generated accordingly in the message box. It happened succesfully however when i Click Ok in the message box than whole of the page gets refreshed and hides the pop up. Than I have to go back again and repeat the process. M i missing something ? Please help. Here is my code for message Box:

private void MessageBox(string msg)
  {
      // define a javascript alertbox containing
      // the string passed in as argument

      // create a new label
      Label lbl = new Label();

      // add the javascript to fire an alertbox to the label and
      // add the string argument passed to the subroutine as the
      // message payload for the alertbox
      lbl.Text = "<script language='javascript'>" + Environment.NewLine + "window.alert('" + msg + "')</script>";

      // add the label to the page to display the alertbox
      Page.Controls.Add(lbl);
  }