Question regarding Asp.net

Validation is indeed used for that. I don't know, are you talking about the web ? Your question is vague and poorly defined. The short answer is, it works the way it was designed but it's easy to write code to change it or write your own validation.

Hey you can use RequiredFieldValidator control for that

Have a look on below links

http://www.w3schools.com/aspnet/aspnet_refvalidationcontrols.asp[^]
Validator Controls in ASP.NET[^]

ASP.Net provides a number of ways to do validation for fields.
You can have choices from simple text comparison to regular expressions.

There are a number of server validation controls provided - read about them at http://www.w3schools.com/aspnet/aspnet_refvalidationcontrols.asp[^].
You can read about them at these links as well (plus tons of other links on the internet)
http://msdn.microsoft.com/en-us/library/aa479013.aspx[^]
http://msdn.microsoft.com/en-us/library/ms972961.aspx[^]

In addition, you can always attempt validation on the client side itself (using the scripting language).
This is shown in a simple sample at http://www.w3schools.com/js/js_form_validation.asp[^].