How can I apply a conditionally formatting rule to an enter column?

Hi,

I am using excel 2007.
I have a column (column 1) and each cell in this column is required. I would like the cell next to it, in column 2 to highlight in red or display a message when nothing has been entered in a cell in this column.
I have seen that I can use the New Rule section in conditional formatting to do this (e.g. =LEN(A2)<0). However, the problem I am facing is that I don't know how to apply the rule to the whole column as as new row can be added at any time.

Please any help on this would be very much appreciated as I am new to Excel and this is an urgent piece of work I need to carry out.
If I haven't explained myself properly, let me know and I will try to explain better.

Thank you very much