To use this code, simply drag the errorProvider control onto the form, it appears in the list as a red exclamation mark. Add one textbox and one command button, now use this code in the button click event

private void button1_Click(object sender, System.EventArgs e)
{
    //CHECK FOR DATA ENTRY
    if(textBox1.Text =="")
    {
        //NO DATA!
        errorProvider1.SetError(textBox1,"You need to enter a value");
    } else {
        //DATA ENTERED DONT SHOW THE ERROR WITH ""
        errorProvider1.SetError(textBox1,"");
    }
}

You set the error icon active if the data validation is not meet, in this case its if there is no text in the textbox, to hide the errorprovider again simply just include "" instead of putting text in the seterror. You can set the BlinkStyle of the provider to NeverBlink, AlwaysBlink and BlinkIfDifferentError.You can set those by the properties view in design time or in code in runtime. You can also change the icon at design time to whichever icon you like.