I have a control inside a page that has the following modal popup extender:
    
          Just use JavaScript, there a bunch of ways to do it here is one example:
<asp:Button id="btn_SaveCompleted" runat="server" Text="Complete"  
   OnClientClick="return ValidateTheTextbox();"OnClick="btn_SaveCompleted_Click" />
<script>
     function ValidateTheTextbox()
     {
          var txtbox = document.getElementById('<%= txt_CompletedComment.ClientID %>');
          if(txtbox.value=="")
          {
              alert('Please enter a comment.');
              return false; //suppress the submit button
          }
          return true; //let the form submit
     }
</script>