An event such as this might look like this ...


Option Explicit

Private Sub Worksheet_Change(ByVal Target As Range)
    If Target.Column <> 1 Then Exit Sub 'Checking for col A only
    If Application.WorksheetFunction.CountIf(Range("A:A"), Target) > 1 Then
        MsgBox "That is a duplicate value!" & vbNewLine & vbNewLine & _
            "Please try again.", vbInformation, "DUPLICATE!"
        Target.ClearContents
        Target.Activate
    End If
End Sub
.. depending on your desires. Hope this helps.