dialog in pickList

[dhiraj.nangare]

Hi ,
I want to show pop-up or dialog in pickList , means if user does not select any record and click submit then one dialog should be shown to user saying that at least one record should be selected. I have used required="true" in pickList for this criteria but not getting how to show pop up in pickList when user clicks submit after unselecting all records.
Please help me.