Using the Validation Toolkit you can apply server validations that will not trigger the progress bar. This way if a value is not entered or does not pass validation the user would just see the page refreshed with an error message on it for them.
The idea is that you would apply the server validation to the page, then you would add in your message to the user that you would like to have appear when the validation fails. Once the message is on the page you select it and use the Validation Show If server behavior to display the error when the validation fails, this will also prevent the page from doing any further processing.
