As far as I'm aware ASP.NET doesn't support IDataErrorInfo, I've asked about this in many places, including Tech.Ed '07 with no success. The closest things I've seen in terms of Business Object level validation is from Enterprise Library validation block (which is attribute based and can render out with custom EntLib web controls) and another example in the Futures Dynamic Data Controls using Linq (I have no idea how this magic validation magically appears).
It all just seems overly complicated, so, have a look at the IDataErrorInfo interface the methods are:
string this [ string columnName ] { get; }
string Error { get; }
Simple and...