This example adds data validation to cell A10. The input value must be from 5 through 10; if the user types invalid data, an error message is displayed but no input message is displayed.
With Worksheets(1).Range("A10").Validation
.Add Type:=xlValidateWholeNumber, _
AlertStyle:=xlValidAlertStop, _
Operator:=xlBetween, Formula1:="5", _
Formula2:="10"
.ErrorMessage = "value must be between 5 and 10"
.ShowInput = False
.ShowError = True
End With