This is an easy way to validate the file extension on a FileUpload control. This way you won't have to postback to the server to validate. Unless, of course, the user has JavaScript turned off. The example below is for images (JPEG, GIF, or PNG).
<asp:RegularExpressionValidator ID="regxImage" runat="server" Text="*"
ErrorMessage="Image must be a JPEG, GIF, or PNG."
ValidationExpression="(.*?)\.(jpg|JPG|jpeg|JPEG|jpe|JPE|png|PNG|gif|GIF)$"
ControlToValidate="myFileUpload" />