Firstly there is no lostfocus event for textbox the same event is called as "
onblur". javascript is case sensative so call event properly.
Message on lostfocus
function callMe()
{
if (doument.getElementById("txtValue").value == "")
{
alert("Please enter text in textbox");
return false;
}
}
call it on lostfocus
<asp:textbox id="cmdCheck" runat="server" onblur="return callMe()" xmlns:asp="#unknown" />