How to add a RequiredFieldValidator to DropDownList control?

For the most part you treat it as if you are validating any other kind of control but use the InitialValue property of the required field validator.

<asp:RequiredFieldValidator ID="rfv1" runat="server" ControlToValidate="your-dropdownlist" InitialValue="Please select" ErrorMessage="Please select something" />

Basically what it's saying is that validation will succeed if any other value than the 1 set in InitialValue is selected in the dropdownlist.

If databinding you will need to insert the "Please select" value afterwards as follows

this.ddl1.Items.Insert(0, "Please select");

Suppose your drop down list is:

<asp:DropDownList runat="server" id="ddl">
<asp:ListItem Value="0" text="Select a Value">
....
</asp:DropDownList>

There are two ways:

<asp:RequiredFieldValidator ID="re1" runat="Server" InitialValue="0" />

the 2nd way is to use a compare validator:

<asp:CompareValidator ID="re1" runat="Server" ValueToCompare="0" ControlToCompare="ddl" Operator="Equal" />

InitialValue="0" : initial validation will fire when 0th index item is selected in ddl.

<asp:RequiredFieldValidator InitialValue="0" Display="Dynamic" CssClass="error" runat="server" ID="your_id" ValidationGroup="validationgroup" ControlToValidate="your_dropdownlist_id" />