How can I display an error message in the very same JSP when a user submits a wrong input? I do not intend to throw an exception and show an error page.
I'm not quite sure what you mean by "display error message". If you have a standard error handling, then you can always check for options:
<%
if(wrong option selected)
throw new Exception("Invalid option selected");
%>
Of course, this is just the notion; preferably, you'd have your own exception class. But then again, I'm not quite sure what you're after.