Description: Use a CompareValidator to ensure that the user has made a valid selection from a drop down list.

Link: http://www.codekeep.net/snippets/56f51d03-b35d-4e87-8033-4741d4e4985b.aspx

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Here are the drop down list and validator declarations.
The example here is a list of products.
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<asp:DropDownList*Selection Required" ErrorMessage="You must select a Product"></asp:CompareValidator>

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Here is the C# code to bind the list and add a default entry.
Note that the value of the default entry is -1.
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lstProducts.DataSource = GetProducts();
lstProducts.DataBind();
insertDefaultItem(lstProducts);

private void insertDefaultItem(DropDownList ddl)
{
	ddl.Items.Insert(0, new ListItem("<Select One>", "-1"));
}