Hi,
using Javascript : Clientside validation
=========================================
<script type="text/javascript">
function validate()
{
var ddllist= document.getElementById(<%=DropDownList1.ClientID %>).value;
if (ddllist.options[ddllist.selectedIndex].value== 'Select') {
alert('Select a value');
return false;
}
}
</script>
call this validate function onclick of dropdown or onclientclick of button
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On Server side validation :
============================
protected void DropDownList1_SelectedIndexChanged(object sender, EventArgs e)
{
if (DropDownList1.SelectedItem.Text == "Select")
{
Lable.Text="Select any value";
}
}