the server validations behavior should already be applied to the page by the form builder wizard.
if you look on the server behaviors panel (Window -> Server Behaviors) you should see that there is already a Server Validations behavior listed. there is no need to add another one.
under the Webassist -> Forms -> Validation menu, there should be 2 items:
Server Validation - this is the behavior used to validate the form
Validation Show IF - this behavior is used to show errors if the validation fails
