You could setup a formula within another part of the spreadsheet that vlookups the number in F4, if it finds it then enter a 0 in the box, if not then enter a one. This can be done using the if(iserror( statements.
Have a macro that works upon changing that call (F4), you may need help for this - I dont know how to do this.
That macro could look at the vlookup result, if it is a 1 then it does nothing, if it is a 0 then put a msgbox up, and if necessary clear F4 out.
This should work in theory, but I am unsure of the code to do so.
Hope it helps.