You can create a property or method in master page that will take a string parameter and set it as a text to the error label control.
and then you can call that method from inside the content page code.
Define a method in Master page like :
public void SetError (string ErrorMsg)
lblError.Text = ErrorMsg;
and in content page set the message by calling this method as :
this.Master.SetError("Error Message Here");
To be able to access master page's methods or properties you have to define the master type in the page's aspx code as follows:
<%@ MasterType VirtualPath="~/MasterPage.master" %>