I would suggest you to write javascript code to achieve this:
Its pretty simple. Do something like this
function validateTextboxes()
{
if((document.getElementById('txtbox1').value == "") && (document.getElementById('txtbox2').value == "") && (document.getElementById('txtbox3').value == "") && (document.getElementById('txtbox4').value == ""))
{
alert('alert msg');
return false;
}
else
{
return true;
}
}
Call the function onClientclick of button.. something like this:
OnClientClick="return validateData();"
On server side do the same checking before doing operations so that if javascript is diabled, validation is still performed.
Hope this helps!!!