Hi,
U can done Validate like Normal Validation
<asp:DropDownList ID="ddlRank" runat="server">
</asp:DropDownList>
<asp:RequiredFieldValidator ID="RequiredFieldValidator1" runat="server" ControlToValidate="ddlRank"
ErrorMessage="Select a Rank"></asp:RequiredFieldValidator>
<asp:Button ID="btnSave" runat="server" Text="Save" />
Hope it will Help u
Best Luck
Happy Coding:)