Sorry, I expressed myself badly. Yes it is a function, and I'm confirming
that you wouldn't be able to use a sub in this way.

> Back to your quote: "is an unusual way of doing a validation check".
> What else could it be?

Normally, if you're wanting to do a validation of a cell from another cell,
you'd use a simple formula (or function) that returns a warning message.
This then shows in the cell, which is suitably positioned and coloured so as
to draw attention to the error.

Another common way of flagging an error is to use conditional formatting on
the input cell itself.

Users don't like MsgBoxes very much. They are intrusive in those cases when
the user  has already realised (or will realise when he/she looks at the
cell) that the value is wrong, and is going to go back and fix it anyway.
Having to cancel an error pop-up is annoying, when you know full well that
there is a problem  anyway. Having an adjacent cell show a warning message
is much more "friendly", as is having the input cell flag itself with a red
background.