How to display message without selecting dropdownlist

Question

How to show a message when user directly click the link without selecting dropdownlist

 

In my master page i have three dropdownlists(State,District,Area) and some links(Schools,Hospitals,Busstands).And i have inserted the details of schools,hospitals....by giving Area id as foreign key .Now when i select state district and area it displaying the details of schools hospitals of that selected area.Now the question is, when i click link(Schools,Hospitals,Busstands) directly( not selecting dropdownlist) it showing error (Incorrect syntax near '=' , da.Fill(ds);),i wants to show a message as PLEASE SELECT YOUR AREA