You cant do Response.Write since it wipes out the content and put the response as what you are sending inside the Write method.
Instead lets say you have a button in your asp.net page and on click of the button you want to show the message box from C# then,You can do this on the button click event in C#
string javaScript = "alert('Item Already Exists');";
Page.ClientScript.RegisterStartupScript(this.GetType(),"ButtonClickEventScript", javaScript,true);