On the unload event of the form, Do a
me.MandatoryControl.SetFocus
If IsNull(me.MandatoryControl) = True or me.MandatoryControl = "" Then ' or whatever your defaults would be...
MsgBox "You must put a value in field X.", vbOKOnly, "Data Required"
DoCmd.CancelEvent
End If
It will stop the form from closing, but keep in mind the record has already been saved, and if the user has changed their mind about whatever it is they are doing, it will drive them insane to not be able to exit the form without inputting the data.