ScriptManager.RegisterClientScriptBlock(this, this.GetType(), "alertMessage", "alert('error !')  ", true);

lblError.Text = "A database error has occured. <br /> <br />" +
          "Message: " + ex.Message;

<!-- all the links for datetime picker -->
    <link rel="stylesheet" type="text/css" href="../style/jquery.datetimepicker.css"/ >
    <script src="../Scripts/jquery.js"></script>
    <script src="../Scripts/jquery.datetimepicker.js"></script>



     <script>
         $(function() {
             $( "#datetimepicker" ).datetimepicker();

         });

     </script>

ScriptManager.RegisterClientScriptBlock(this, this.GetType(), "alertMessage", " changeLabel('" + ex.Message + "', '" + lblError.ClientID +"'); alert('error !');   ", true);

function changeLabel(text, id){
    $("#"+id).val(text);
}

try
{

..

}
catch(Exception ex)
{

ScriptManager.RegisterClientScriptBlock(this, this.GetType(), "alertMessage", "alert('Database error ocurred : "+ ex.Message.ToString()+"')", true);

}

try
{
    throw new Exception("test");
}
catch (Exception ex)
{
    string message = string.Format("alert('A database error has occured. {0}');",
       ex.Message.Replace("'", ""));
    ScriptManager.RegisterStartupScript(this, this.GetType(),
        "alert" + UniqueID, message, true);
}

<link rel="stylesheet" href="//code.jquery.com/ui/1.10.4/themes/smoothness/jquery-ui.css">
<script src="//code.jquery.com/jquery-1.10.2.js"></script>
<script src="//code.jquery.com/ui/1.10.4/jquery-ui.js"></script>
<div id="dialog" title="Basic dialog">
    <div id="dialog-text"></div>
</div>

try
{
    throw new Exception("This is an error message.");
}
catch (Exception ex)
{
    string message = string.Concat("$(function () {$('#dialog').dialog(); " +
        "$('#dialog-text').html('A database error has occured. " +
        "<br /> <br />", ex.Message, "');});");
    ScriptManager.RegisterStartupScript(this, this.GetType(),
        "alert" + UniqueID, message, true);
}

ScriptManager.RegisterClientScriptBlock(this, this.GetType(), "alertMessage", "<script language='javascript'>alert('A database error has occured.nn"+ ex.Message +"' );</script>", true);