Hi nedash,
I have created a sample which full fill your requirement
HTML
<div>
    Please Select at least one CheckBox?
    <br />
    <asp:CheckBox ID="chkBox1" Text="CheckBox1" class="chBox" Value="1" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox2" Text="CheckBox2" class="chBox" Value="2" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox3" Text="CheckBox3" class="chBox" Value="3" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox4" Text="CheckBox4" class="chBox" Value="4" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox5" Text="CheckBox5" class="chBox" Value="5" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox6" Text="CheckBox6" class="chBox" Value="6" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox7" Text="CheckBox7" class="chBox" Value="7" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox8" Text="CheckBox8" class="chBox" Value="8" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox9" Text="CheckBox9" class="chBox" Value="9" runat="server" />
    <br />
    <asp:CheckBox ID="chkBox10" Text="CheckBox10" class="chBox" Value="10" runat="server" />
    <hr />
    <asp:Button ID="Button1" Text="Submit" runat="server" />
</div>
<div>
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
    <script type="text/javascript">
        $(function () {
            $("[id*=Button1]").click(function () {
                if ($('.chBox  :checked').length < 1) {
                    alert('Please Select atleast one CheckBox');
                    return false;
                }
                return false;
            });
        });
    </script>
</div>
ScreenShot
