Sometimes you may need to hide the label message from code behind, In scenerios such as after insertion or updating etc. just try this code below your message lable.
lbl_ErrorMsg.text = "Data Saved Successfully";
ClientScript.RegisterStartupScript(this.GetType(), "HideLabel", "setTimeout(\"document.getElementById('" + lblMsg.ClientID + "').style.display='none'\",5000)");
Here this Code will make disappear your label message after 5 seconds. If you want to change time interval, just change the 5000 to your desired time interval. this is in nanoseconds format.