Dear Gaurav,
Let's say an example textbox1 is your textbox id means, you can add the following code in the Page_load() event.
RequiredFieldValidator rfvtxt = new RequiredFieldValidator();
rfvtxt.ControlToValidate = textbox1.ID;
rfvtxt.ErrorMessage = "Please enter the values";
rfvtxt.ToolTip = "Please enter the Comments";
rfvtxt.SetFocusOnError = true;
rfvtxt.Text = "*";
rfvtxt.EnableClientScript = true;
rfvtxt.Attributes.Add("style", "color: Red;");
Regards,
BlueSathish