OK here's the solution using CustomValidator
<asp:RadioButton ID="RadioButton1" runat="server" GroupName = "Radio" />
<asp:RadioButton ID="RadioButton2" runat="server" GroupName = "Radio" />
<asp:RadioButton ID="RadioButton3" runat="server" GroupName = "Radio" />
<asp:RadioButton ID="RadioButton4" runat="server" GroupName = "Radio" />
<asp:RadioButton ID="RadioButton5" runat="server" GroupName = "Radio" /><br />
<asp:CustomValidator ID="CustomValidator1" runat="server" ErrorMessage="Required" ClientValidationFunction = "ValidateRadioButtons"></asp:CustomValidator>
<br />
<asp:Button ID="Button1" runat="server" Text="Button" />
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1/jquery.min.js"></script>
<script type = "text/javascript">
function ValidateRadioButtons(sender, args) {
args.IsValid = $("input[name=Radio]:checked").length > 0;
}
</script>