Well, ASP.NET isn't really set up to do this, but it's easy enough to do in pure JS code as an "add-on" without ASP.NET being aware of it.
But if you have *other* ASP.NET-driven validation taking place, then you have to figure out how to "hook in" this validation.
If you could remove the ASP.NET RegExp validator from the <form> and then bring up the page in your browser and do a VIEW==>>SOURCE to see the HTML ASP.NET is producing and copy that here, then it would be a lot easier to try to help you. Or just show us the site live, if that's easier/possible.
An optimist sees the glass as half full.
A pessimist sees the glass as half empty.
A realist drinks it no matter how much there is.