When it comes to selecting the client validations this is done from the Behaviors tab of the Tag <select> panel, not the Server Behaviors tab. I'm including a screen shot of this access point for you.
When applying this validation you choose the triggering form element and apply a validation to it. In my test I used a select list and with this select list selected in design view I applied the required not blank validation.
Next you must apply the response to this validation, in this case it will be an enable disable form element response validation. With the same select list selected in DW add the enable/disable form element validation. For the triggering form element I selected the select list, for the target I selected my text field. I then choose, 'if entry is valid, enable the target element'.
The idea is that you apply a validation, then a response. If you want to apply further client validations on the page you can add in more validations and responses to them. I'm including a sample page I created that demonstrates this as well as a screen shot showing the access point.
