It means that you should first validate your input on that particular form on client side, at example via JavaScript, then again when the page is turned back on server, validate it on server side, at example in a specific method in your C# code, before committing the request on database.
You can get more information by reading this msdn document
http://msdn.microsoft.com/en-us/library/aa479045.aspx[
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Or you can see some practical examples here
http://www.asp.net/general/videos/how-do-i-use-validation-controls-in-aspnet[
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However both types of validation depends on the technology and platforms you are using, so you should google for more specific info.
Cheers
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