Message Box

Hi
I found this snipped of code for creating a message box from clicking a button
Protected Sub Button1_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles Button1.Click
  Dim message As String = "Order Placed Successfully."
  Dim sb As New System.Text.StringBuilder()
  sb.Append("<script type = 'text/javascript'>")
  sb.Append("window.onload=function(){")
  sb.Append("alert('")
  sb.Append(message)
  sb.Append("')};")
  sb.Append("</script>")
  ClientScript.RegisterClientScriptBlock(Me.GetType(), "alert", sb.ToString())
End Sub
I thought this would create a message box for me.  It does if I use int in the page load event.  What I want to do is Validate some data and provide the user on the client-side with a message box informing them that there are missing fields. 
I have tried ...