If you are using DataForms, implementing validations is easy. See
this[
^] for a detailed discussion.
This[
^] video will help you understand how you can use binding with validations.
INotifyErrorInfo
should help you setup validations as
well[
^].
If you want to use third party tools for validation, you can try out
http://silverlightvalidator.codeplex.com/[
^].