Error Message are not coming
It's probably because you're not showing the Drupal messages in your theme.  Take a look to ensure you have the following (somewhere, probably in your page.tpl.php file);

&lt;?php print $messages; ?&gt;


Note that you've made some other mistakes though (not related to your issue) - First, you should use $form_state['values'] to gain the values when using _validate(); second, you can lose the two drupal_set_message($message, 'error'); lines as they aren't doing anything?