This example turns on data validation for cell E5.
With Range("e5").Validation
.Add xlValidateWholeNumber, _
xlValidAlertInformation, xlBetween, "5", "10"
.InputTitle = "Integers"
.ErrorTitle = "Integers"
.InputMessage = "Enter an integer from five to ten"
.ErrorMessage = "You must enter a number from five to ten"
End With