Perhaps something like
Private Sub TextBox1_BeforeUpdate(ByVal Cancel As MSForms.ReturnBoolean)
    Cancel = Not (TextBox2.Enabled)
    If Cancel Then MsgBox "Enter a value from column A"
End Sub

Private Sub TextBox1_Change()
    TextBox2.Enabled = IsNumeric(Application.Match(TextBox1.Text, ActiveSheet.Range("A:A"), 0))
End Sub