Two ways you can do that are:
Option 1. Slap this code into the sheet code module for the Entry sheet. (Change the A1:A10 range to whatever range/cell you're making the entries in.)
Code:
Private Sub Worksheet_Change(ByVal Target As Range)
If Intersect(Target, Range("A1:A10")) Is Nothing Then Exit Sub
If Not IsNumeric(Target.Value) Then MsgBox ("This needs to be a numeric value."), , "Invalid Entry": Target.ClearContents
End Sub
Option 2. Select the cell(s) you're making the entries into and from the menu bar, choose Data > Validation > Settings tab. In the Allow field, choose "Whole number" or "Decimal" (or whatever you want to allow), then complete the other (Data, Minimum & Maximum) fields. Then select the Error Alert tab and type in the message you want the user to see when they enter the invalid data. (You can also enter in a Title - whatever you want it so say in the blue stripe at the top of the popup box.) If you like, you can select the Input message tab and enter a (cell comment type) message that appears upon selection of the cell(s), before any entry is made.
I'd likely go with the Data validation method, just cause that's what it's designed for.
Note that both of these methods won't simply show a message if the invalid data is entered (and thus leaving the data entered), these methods will actually prevent the invalid data from being accepted. If all you want is a message that allows the data to remain, post back for something a bit less restrictive.
Hope it helps,
Dan