Pop-Up Message if Cell not completed

Hi,

I need to add a pop-up message (which stops a macro running), when certain cells are not completed - in EXCEL 2003.

All the cells are validation drop-downs so I can add a message if the wrong thing is entered but not if it's not been updated at all.

The trigger for the message should be when a macro is run to warn the user that the spreadsheet is not complete.

Does anyone know how to do this?

The code in the macro is currently:
'

   ActiveSheet.Unprotect
    Sheets("Data Sets").Visible = True
    Sheets("Data for CS").Select
    Columns("B:E").Select
    Selection.Delete Shift:=xlToLeft
    Sheets("Data Sets").Select
    Selection.AutoFilter Field:=5, Criteria1:="TRUE"
    Range("B2:E32").Select
    Selection.Copy
    Sheets("Data for CS").Select
    Range("B2").Select
    Selection.PasteSpecial Paste:=xlPasteValues, Operation:=xlNone, SkipBlanks _
        :=False, Transpose:=False
    Selection.PasteSpecial Paste:=xlPasteFormats, Operation:=xlNone, _
        SkipBlanks:=False, Transpose:=False
    Columns("B:E").Select
    Columns("B:E").EntireColumn.AutoFit
    Sheets("Data Sets").Select
    Selection.AutoFilter Field:=5
    Application.CutCopyMode = False
    ActiveWindow.SelectedSheets.Visible = False
    Range("B2:E32").Select
    Sheets("Input").Select
    ActiveSheet.Protect DrawingObjects:=True, Contents:=True, Scenarios:=True
    Sheets("Data for CS").Select
End Sub

Many Thanks!

Richard