This example sets the data input rule for cell E5.
With Range("E5").Validation
.Add Type:=xlValidateWholeNumber, _
AlertStyle:= xlValidAlertStop, _
Operator:=xlBetween, Formula1:="5", Formula2:="10"
.InputTitle = ""
.ErrorTitle = ""
.InputMessage = "5 10 "
.ErrorMessage = " 5 10 "
.IMEMode = xlIMEModeAlpha
End With