Open file js/prototype/validation.js
Find the following section
Validation.defaultOptions = {
onSubmit : true,
stopOnFirst : false,
immediate : false,
focusOnError : true,
useTitles : false,
addClassNameToContainer: false,
containerClassName: '.input-box',
onFormValidate : function(result, form) {},
onElementValidate : function(result, elm) {}
};
and change immediate : false,
to immediate : true,
Or you can create new js file with content
Validation.defaultOptions.immediate = true;
and add it below js/prototype/validation.js
Or add inline js before your form creation
<script type="text/javascript">
Validation.defaultOptions.immediate = true;
<script>