The following are relevant in straight javaScript pages and ASP.NET may give you some additional options, but:
Although there are some ways around it, javaScript's are not executed on the page when put there by a AJAX. They are present if you, for example a function executed later from the page, but they are not run automatically.
There are a few ways around this: you can change your strategy and have the execution reload the page.
If practical, you can have you popup message executed in the javaScript used to make the AJAX call as part of the return from (in my case, php).
A popup already on the page will run and you can change the data it will use at the AJAX return.
Something like:
xmlhttp.onreadystatechange=function() {
if (xmlhttp.readyState==4 && xmlhttp.status==200) {
var ajaxRtn = xmlhttp.responseText;
window.alert(ajaxRtn);
}
}
the above is just part of the ajax call as done in straight html/javascript/php - but it should point you in the way you need to go if it's applicable.