Have you tried emitting a JavaScript call on the SelectCommand event instead?

EG Hardcode a JavaScript method into your HTML

<script language="JavaScript">
function ShowAlert(cMessage)
{
      alert(cMessage);
}
</script>

then, on your SelectIndexChanged or whatever you have left, do this

this.Controls.Add(new LiteralControl("<script>javascript:ShowAlert('AnyMessage');</script>"))

also, be wary of popups with any kind of databinding when called via JavaScript. the browser will cache the page based on the URL so make sure you call a different URL each time else the client will never reload your popup.