Validating drop down
It is not possible to use typical cell referencing when your option choices reside on another worksheet.Because of this, we recommend you always use a named range when creating this type of drop-down. You can list as many as you like, but don't leave any spaces.Excel can restrict data entry to certain cells by using data validation, prompt users to enter valid data when a cell is selected, and display an error message when a user enters invalid data.
Use Conditional Formatting to format the cell to have a colored background if it is blank.
Check whether required field validatior is working for any other control or not. post the Datasource data and the binding method which you are using. Check that the text and value property of selection box are same or different for select a county item.
Maybe when dropdownlist is not visible it's a problem, but even when dropdown list is visible, the requiredfieldvalidator seems to just ignore the fact that it's empty and let's the user press buttons.
When creating forms, you can force the user to choose one of the options, thus reducing errors.
If you need what is called "conditional" or "cascading" drop-downs, where the second dropdown is dependent upon the choice in the first drop-down, and so on, you may want to try this link.