Validation windows application

i would like to know which is the best way to inform the user about his mistakes when entering data...

Show messagebox describing the first found error开发者_StackOverflow? red the textboxes etc?

showing messages on the form(avoid messageboxes)...

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check out Enterprise patterns and practices

There is validation block, easy to implement and integrate to your applications.

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Find the application that is the common one that your user uses. See how it's done there. Mimic it and make your user happy and un-confused.

Sometimes by using control libraries there are pre-defined ways to display error messages, for example little red (!) signs in the fields on the form that are sensitive to mouse - display pop-up hint with the error text.