HI,
I dont think there is to be honest with you.
YOu could bypass it and do it yourself, so if intersect(target,Target.Worksheet.UsedRange.SpecialCells(xlCellTypeAllValidation)) to tell you if it has validation.
Then handle the rest using a normal message box and logic.
I've written some custom validation using event sinking before now, you can tdo this in Excel 2010 using the worksheet_change event to do so.
Event sinking (older versions) would be something like
In a class, then on workbook open pass each sheet to the class....
Using this event is probably a good place to put it.
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