Check for Blanks within a selection range

I am trying to create a macro that will check within the currect selection for any cells that are blank. If they are blank I would like it to have an error message and maybe change the cell a yellow color. Right now I have a macro that will run before each save to select the cells that I need checked for blanks cells but I can get the other macro to work correctly.


The code that selects the cells I need checked.

Dim rng As Long, Rng1 As Range
rng = Sheets("Alpha").Range("A" & Rows.Count).End(xlUp).Row   With Sheets("alpha")
       .Range("E3:E" & rng).Activate
 End With
 End Sub