if you are using update panel on the page use the below code.
string script = " <script type=\"text/javascript\"> alert('" + message + "') </script> ";
ScriptManager.RegisterStartupScript(this, typeof(Page), "alert", script, false);
if page doesn't contains ajax update panel, u can use this.
this.Page.ClientScript.RegisterStartupScript(typeof(Page), "alert", script);