Run this sub on the BeforeUpdate event of the textbox:
Private Sub Textbox_BeforeUpdate(Cancel As Integer)
Dim str As String
str=Me!TextboxName
If Asc(Left(str,1))=48 then 'First character is a zero
msgbox "Whatever message you want to give to the user",vbokonly
Cancel=True
Me!TextboxName.Undo
End if