think best way is to check before it goes to the textbox
like this

Private Sub TextBox1_Enter()
vervolg:
mystring = InputBox("Value for textbox 1 ?")
If Len(mystring) = 4 And Val(mystring) > 0 Then
    TextBox1 = mystring: TextBox2.SetFocus
    Else: MsgBox "Must be 4 digits in this field ": mystring = "": GoTo vervolg
End If
End Sub
Kind regards
Leo