your page is mising the code that attaches the spry assets:
<script src="SpryAssets/SpryValidationTextField.js" type="text/javascript"></script>
<script src="SpryAssets/SpryValidationTextarea.js" type="text/javascript"></script>
<style>
.textfieldServerError {
display:block;
margin:0px;
color:#CC3333;
border: 1px solid #CC3333;
}
</style>
<link href="SpryAssets/SpryValidationTextField.css" rel="stylesheet" type="text/css" />
<link href="SpryAssets/SpryValidationTextarea.css" rel="stylesheet" type="text/css" />
should be just after the title tag.