C# desktop 2010 app

Question

In a C# 2010 desktop application that I am modifying, I would like to be able to notify the user that they entered a wrong value in a textbox field. I would like to be able to tell the user the value is incorrect the minute they move the cursor. I would like the error message to be displayed before the user hits the submit button.

Would you show me code to display error message when when cursor position changes?