VBA to hinder users from entering invalid entries when using drop-down lists

hi there!

I need to create a drop/down list in one column. I was wondering if it is possible to use VBA in order to not allow users of my files to continue to the next cell on the column when they have entered an invalid entry that is not included on my list options. I am using Excel 2003, but the system just has an error alert message that tells users when they have done this mistake. This error alert message asks if the user should continue (to the next cell on the column), and it shows 3 options: Yes, No, and Cancel. If the user chooses Yes then he will go to the next cell, and the invalid entry will remain there on the previous cell without correction, which I don't want at all. I want users to find obstacles when they have incurred in this kind of error. I am using the information on this column to create a pivot table along with other columns, so I don't want garbage to be put into the pivot because of stubborn users who in spite of the error alert message insist to continue to the next cell. I hope I have made myself clear to you all.

Thanks, JBeaucaire! How simple it was!!!