Just to close this issue out...  The problem was that I was using Firefox.  Charles Nurse helped me out on this one.  I will be using the Page.IsValid check for those clients that don't support client-side validation.  Wierd.  I thought FireFox supported the ASP.NET validation controls.

Yes, it's true.  I was developing with Firefox and when I tested the CLIENT-SIDE validation with the validation controls it didn't work.  Then I did this with Explorer and the validation controls worked.  According to Charles Nurse, it's not that firefox doesn't support the client side validation, it's just that ASP.NET doesn't think it does and it doesn't send the appropriate code to the browser. 

To solve my problem, on the click event of the link button that I'm using, I simply added to the top of the Sub:

If Me.Page.IsValid = False Then
    Exit Sub
End If

That made the validation controls display the proper error message, although it took a round trip to the server.  I have been getting lazy as of late and I haven't been doing this.  It SHOULD be done because not all browsers can support the client side validation.  Charles very kindly pointed that out to me as well.

Hope this helps.  I agree that Microsoft should fix ASP.NET to properly send the information to Firefox, but this just forces me to do the RIGHT thing and let the validation controls do their job at validation on both sides.

Ken