Simple DROP DOWN LIST validation

Hi
     I have 2 Drop down lists (Physician and User)
    Normally My task is PhyUserMap
  and every USER must have some Physician - it means If i select some User (with out selecting Physician ) i must get some alert message ;
it may simple but how to write the CODE ..please help
i have written normal code


if ((phycmb.SelectedItem.Value != "" && phycmb.SelectedItem.Value != null))                 {                     gkc.PhyID = Convert.ToInt32(phycmb.SelectedItem.Value);                                } ...