If you want to do it in asp.net that your website visitor select any one option in given ListBox item. Use Required Field Validator for this type of problem, also set initial value. If your initial value is match with your selected item, error message generated on client machine. lets do it in asp.net with sort code example
Selection is required
<%@ Page Language="C#" %>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<script runat="server">
</script>
<html xmlns="http://www.w3.org/1999/xhtml">
<head runat="server">
<title></title>
</head>
<body>
<form id="form1" runat="server">
<div>
<strong>Selection Required<br />
</strong>
</div>
<asp:ListBox ID="ListBox1" runat="server" Height="132px" Width="147px">
<asp:ListItem>Select Control</asp:ListItem>
<asp:ListItem>Button Control</asp:ListItem>
<asp:ListItem>Calendar Control</asp:ListItem>
<asp:ListItem>CheckBox Control</asp:ListItem>
<asp:ListItem>FileUpload Control</asp:ListItem>
</asp:ListBox>
<asp:RequiredFieldValidator ID="RequiredFieldValidator1" runat="server"
ControlToValidate="ListBox1" ForeColor="Red" InitialValue="Select Control">Please Select Control</asp:RequiredFieldValidator>
<br />
<br />
<asp:Button ID="Button1" runat="server" Text="Submit" />
</form>
</body>
</html>
Code Generate the following output
