The ASP.Net validations controls only work client side in IE.
You can make them work in other browsers, coding as below:
C#
Page.Validate();
if ( !Page.IsValid )
{
return;
}
//Continue Your code
VB.NET
Page.Validate()
If Not Page.IsValid Then
Return
End If
'Continue Your code
Refer Scott Mitchells' article Client Side Validations in Downlevel browsers for more details.
Other Third Party Solutions avaiable are :