echo "<script>
alert('There are no fields to generate a report');
window.location.href='admin/ahm/panel';
</script>";

and get rid of redirect line below.

You were mixing up two different worlds.

You can't do it that way. PHP header must sent out before any content, so the correct order is:

header("location: login6.php");
echo "Please Log In First";

But these codes will redirect instantly and wouldn't let you see the content. So I would do the redirection by JavaScript:

echo "Please Log In First";
echo "<script>setTimeout(\"location.href = 'http://www.example.com';\",1500);</script>";

PHP's redirection with header("Location:xxx.php"); functionality does not allow any browser output.

You can use Javascript redirection (taking in consideration of program logic).

echo '<script>
alert(' + '"Welcome ' + $uname .'");
window.location.href="welcome.php";
</script>';

Header( 'Location: Database.php?success=1' );

And in the Database.php page :

if ( isset($_GET['success']) && $_GET['success'] == 1 )
{
     // treat the succes case ex:
     echo "Success";
}

Do something like

header("Location: index.php?Message=" . urlencode($Message));

Then on index.php...

if (isset($_GET['Message'])) {
    print $_GET['Message'];
}

In other words, index.php will always check if it's being passed a message in the url. If there is one, display it. Then, just pass the message in the redirect

if you really want to use a modal popup, generate the js...

if (isset($_GET['Message'])) {
    print '<script type="text/javascript">alert("' . $_GET['Message'] . '");</script>';
}

Note that this will break if you use quotes in the message unless you escape them

Here is code that does exactely what you want (according to your title):

<script type="text/javascript">alert("Stupid message");history.go(-1);</script>

I don't like this way of working, you'd better to use sessions, or creating one file that displays the form and does the validating.