Hi Kori.
I am guessing you are using the default submit for your button type.
You want to change it to rules.

Then add a rule where (field radio buttons are bound to) is blank.
Check stop processing rules.
Add message action with your alert
Say Ok to the action and rule
This effectivly stops the button for doing anything more until the field is
not blank.
Then add another rule which calls the submit action. This rule will only
execute if the first is not true.

Another option is to add conditional formatting to your button and disable
the button if the field is blank.
That way the submit is unclickable until the condition is met but does not
offer the message to users why. Often i will give them some bold text which
says the answer is required and is hidden once they choose an answer.