Alert() Not Working With Quickform

I'm trying to call the Alert function within custom validation in Quickform.

Code:
$form->registerRule('city_rule','function','compareCities');
$form->addRule('city', 'Select a city OR enter a new one',
'city_rule', $form->getElementValue('new_city'));

function compareCities($city_name, $city_value, $new_city)
{
// if a city_value is not selected then a new city
// must be entered
if ($city_value == "0" && $new_city == "")
{
window.alert("This message is not working");
return false;
}
else
{
return true;
}
}
As indicated in the code the window.alert("This message is not working") isn't working.

Any suggestions?