Hello,
Currently there is no out of the box functionality to show a message box instead of the red symbol. You could however attach an event to the file upload control that will allow you to do this for yourself.
The file upload control is currently not findable by standard API methods (API added in 3.0), but once you have access to the object:
$find("C001_ctl00_ctl00_ctl00_C007").get_radUpload().add_validationFailed(function(o,e){
alert(e.get_fileName() + " is invalid");
});