try this for
tab
key..
<html xmlns="http://www.w3.org/1999/xhtml">
<head runat="server">
<script src="jquery-1.10.2.js" type="text/javascript"></script>
<script type="text/javascript">
function validate(e, txt) {
var KeyID = e.keyCode;
if (KeyID == 9) {
if (txt.value == '')
alert('Please enter the field..');
txt.focus();
return false;
}
}
</script>
</head>
<body>
<form id="frm" runat="server">
<asp:TextBox ID="txtbox" onkeydown="return validate(event,this);" runat="server"></asp:TextBox>
<asp:TextBox ID="TextBox1" runat="server"></asp:TextBox>
</form>
</body>
</html>