Hi  mvadukul,
I have created a sample which full fill your requirement you need to modify the code according to your need.
HTML
<div>
    <asp:TextBox ID="txtNumber" runat="server" />
    <asp:Button ID="btnValidate" Text="Validate" OnClick="Validate" runat="server" />
    <br />
    <div id="dialog" style="display: none">
        <asp:Label ID="lblErrorMessage" runat="server" />
    </div>
</div>
<div>
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.7.2/jquery.min.js"></script>
    <script src="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/jquery-ui.js" type="text/javascript"></script>
    <link href="http://ajax.aspnetcdn.com/ajax/jquery.ui/1.8.9/themes/blitzer/jquery-ui.css"
        rel="stylesheet" type="text/css" />
    <script type="text/javascript">
        function ShowPopUp() {
            $("#dialog").dialog({
                title: "jQuery Exception Details",
                buttons: {
                    Close: function () {
                        $(this).dialog('close');
                    }
                }
            });
        }        
    </script>
</div>
C#
protected void Validate(object sender, EventArgs e)
{
    try
    {
        int number = Convert.ToInt32(txtNumber.Text);
        lblErrorMessage.Text = number.ToString() + " is Valid Number.";
        ClientScript.RegisterStartupScript(this.GetType(), "Exception", "ShowPopUp()", true);
    }
    catch (Exception ex)
    {
        lblErrorMessage.Text = ex.Message.ToString();
        ClientScript.RegisterStartupScript(this.GetType(), "Exception", "ShowPopUp()", true);
    }
}
VB.Net
Protected Sub Validate(sender As Object, e As EventArgs)
    Try
        Dim number As Integer = Convert.ToInt32(txtNumber.Text)
        lblErrorMessage.Text = number.ToString() + " is Valid Number."
        ClientScript.RegisterStartupScript(Me.GetType(), "Exception", "ShowPopUp()", True)
    Catch ex As Exception
        lblErrorMessage.Text = ex.Message.ToString()
        ClientScript.RegisterStartupScript(Me.GetType(), "Exception", "ShowPopUp()", True)
    End Try
End Sub
ScreenShot
