How to display an alert dialog when running code in C# at Server?

IMHO this is not possible a popup alert runs in the client and the test run in the server. You must check the variable before sending data to the server.

What you have described is a messagebox.
http://www.aspsnippets.com/Articles/Server-Side-Code-Behind-Yes-No-Confirmation-Message-Box-in-ASPNet.aspx

I would think there is a way to call up client side jquery or javascript alert messagebox from C#.  I just don't know how to do it.  In my C# code if a variable is tested null then I would like to give a pop up message to users and then I would like to reload the current page when users clicks ok on the pop up messagebox.

Have a look at this link
http://www.aspsnippets.com/Articles/Show-Alert-Message-in-ASPNet-from-Server-Side-using-C-and-VBNet.aspx

  string message = "Zero entered.";
  System.Text.StringBuilder sb = new System.Text.StringBuilder();
  sb.Append("<script type = 'text/javascript'>");
  sb.Append("window.onload=function(){");
  sb.Append("alert('");
  sb.Append(message);
  sb.Append("')};");
  sb.Append("</script>");
  ClientScript.RegisterClientScriptBlock(this.GetType(), "alert", sb.ToString());

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@Michael74 the code from the article launch the alert message from Page_Load event that means you will launch the popup every time  you load the page.

@lapucca you CAN NOT send the alert to the client, stop server code execution, wait for user response and then awake the server thread and continue. This is not how the client/server architecture works.

You must check the user input for null BEFORE sending the data to the server.
Or depending on the framework you are using you can send validation results back to the client.

Thank you.