Data Validation, allow UNIQUE values only

[SpillerBD]

I want a column to allow unique values only. Source data is from third parties and is an identifier. List is long and prefer to use Form for data entry but don't wish to have to do search to avoid duplicates before entering or use find duplicates after (both band-aids.)
I should be able to use the Data Validation rule to accomplish right?

 

[Andrew Poulsom]

Here's an example:

http://www.contextures.com/xlDataVal07.html#Unique