显示数据输入错误的最佳方法

I have created a VB.Net lending application for a cooperative that caters to widows. The application tracks the members' loans and payments, and is also used as an accounting system. In my first release, the users felt that showing a messagebox every time an error occurs is very annoying. My solution is to output errors in a label control. The users accepted the modification, but i feel i am doing it wrong. I have created a VB.Net lending application for