pedir valor de parametro

[Solmar]

hola a todos tengo un formulario con un cuadro de texto y yn checkboxlist son para hacer un registro lo hago con un procedimiento almacenado pero nose como poner el mensaje de que sedebe de seleccionar un valor porlo menos
acontinuacion pongo mi codigo


using System;
using System.Data;
using System.Configuration;
using System.Collections;
using System.Web;
using System.Web.Security;
using System.Web.UI;
using System.Web.UI.WebControls;
using System.Web.UI.WebControls.WebParts;
using System.Web.UI.HtmlControls;
using System.Data.SqlClient;
using System.Data.Odbc;
using System.Data.OleDb;
using System.IO;
using System.Text;
using System.Data.Sql;
using System.Data.SqlTypes;

public partial class nuevo_plan : System.Web.UI.Page
{
protected string nox = ConfigurationManager.ConnectionStrings["planes_estrategicosConnectionString"].ConnectionString;
protected void Page_Load(object sender, EventArgs e)
{
Panel1.Visible = false;
}
protected void Button2_Click(object sender, EventArgs e)
{
Response.Redirect("bienvenida.aspx");
}
protected void Button1_Click(object sender, EventArgs e)
{

SqlConnection conn = new SqlConnection(nox);

SqlCommand cmd3 = new SqlCommand();
SqlCommand cmd = new SqlCommand();
SqlDataReader x;
SqlDataReader z,n;
string id_plan;
// string id_accion;


cmd3.CommandType = CommandType.StoredProcedure;

cmd3.CommandText = "nuevoplan_depto";
cmd3.Connection = conn;

conn.Open();
//if (Convert.ToInt32(depto2.SelectedIndex) != 0)


cmd3.Parameters.Add("@nom_plan",plan2.Text);
cmd3.Parameters.Add("@id_depto", depto3.SelectedItem.Value);
n = cmd3.ExecuteReader();


conn.Close();
//para recuperar el valor de id insertado al ultimo
conn.Open();
cmd3.CommandType = CommandType.Text;
cmd3.CommandText = "SELECT IDENT_CURRENT ('planes') as x";
x = cmd3.ExecuteReader();

if (x.Read())
id_plan= x[0].ToString();
else
id_plan = "0";
//*********
//para recuperar el id de accion//////////////////////////
conn.Close();


cmd.Connection = conn;
conn.Open();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "SELECT IDENT_CURRENT ('planes') as z";
z = cmd.ExecuteReader();

if (z.Read())

id_plan = z[0].ToString();

else
id_plan = "0";

conn.Close();

//***************************
//para recorrer los departamentos seleccionados
conn.Open();

foreach (ListItem li in depto3.Items)
{
if (li.Selected)
{

cmd3.CommandText = "insert into plan_departamento(id_plan,id_depto) values(@id_plan, @id_depto)";
cmd3.Parameters.Clear();
cmd3.Parameters.Add(new SqlParameter("@id_depto", SqlDbType.Int));
cmd3.Parameters.Add(new SqlParameter("@id_plan", SqlDbType.Int));
cmd3.Parameters["@id_plan"].Value = id_plan;
cmd3.Parameters["@id_depto"].Value = li.Value;
cmd3.ExecuteNonQuery();
}

}
conn.Close();
plan2.Text =" ";
this.depto3.ClearSelection();
}
}