I have run into this problem before but never quite solved it. I have a form with several validators and also a CustomValidator.
This worked for me:
<asp:CustomValidator runat="server" ID="cv"
ClientValidationFunction="ValidateFunction"
ErrorMessage="Default error
message">*</asp:CustomValidator>
<script type="text/javascript">
function ValidateFunction(sender, args)
{
var msg ='';
var formValid = true;
[various checks setting msg and formValid]
if (msg.length > 0) { sender.errormessage = msg; }
args.IsValid = formValid;
}
</script>