Follow this simple steps
1. write Following javascript code on head tag

function changeColor(source, args)
{

var txtuser = document.getElementById('<%= txtUserName.ClientID %>');
if(args.Value.length == 0)
{
txtuser.style.border="red solid 1px";
args.IsValid = false;
}
else
{
txtuser.style.background = 'white';
args.IsValid = true;
}
}

2. Drag Textbox on Form give id="txtUserName"

<asp:TextBox ID="txtUserName" runat="server" ></asp:TextBox>

3. Drag CustomValidator control from toolbox.Set Following Properties

<asp:CustomValidator ID="CustomValidator1" runat="server" ControlToValidate="txtUserName"
ErrorMessage="" ValidateEmptyText="True"
ClientValidationFunction="changeColor"></asp:CustomValidator>

4.Take one Button on form.

5. Run Website.