try this
<script>
function funChange() {
var list = document.getElementById('<%= rdlCountries.ClientID %>');
var inputs = list.getElementsByTagName("input");
var selectedItem;
for (var i = 0; i < inputs.length; i++) {
if (inputs[i].checked) {
selectedItem = inputs[i];
break;
}
}
document.getElementById('<%= lblSelectedRadioItem.ClientID %>').textContent = selectedItem.value;
}
</script>
<asp:radiobuttonlist id="rdlCountries" runat="server" onchange="funChange()" ></asp:radiobuttonlist>