It's funny, I'm replying to my own post, it's like I'm talking to myself. I found this, but haven't tried it out yet:
Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)
If Len(TextBox1) = 0 Then
MsgBox "You have to insert value in TextBox1"
Cancel = True
End If
End Sub
Any comments? Hello... hello... hello, is there anybody out there!