You can iterate through the list like this i have given it in jquery..
var s="False";
$('#ListName option').each(function(){
//here this can be refered as an option.. like
if(this.val() == anyvalue)
{
s="True"
}
});
IF(s=False)
{
// try to save the data
|}
else
{
//alert your message...
}
check for the syntaxes i have written orally.......