Validation windows application

i would like to know which is the best way to inform the user about his mistakes when entering data...

Show messagebox describing the first found error开发者_StackOverflow? red the textboxes etc?

showing messages on the form(avoid messageboxes)...

check out Enterprise patterns and practices

There is validation block, easy to implement and integrate to your applications.

Find the application that is the common one that your user uses. See how it's done there. Mimic it and make your user happy and un-confused.

Sometimes by using control libraries there are pre-defined ways to display error messages, for example little red (!) signs in the fields on the form that are sensitive to mouse - display pop-up hint with the error text.