Exit Sub / Exit Function C#

I have two questions that I'll fold into one.

The main question is validation. I have a form that requires several parameters to be typed in by the user.

How do I accomplish something like this? (This is borrowing something I loved back in the VB 6 days.)

NOTE: This is C# but I'm using something from VB to try and do.

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How do I accomplish something like:

if (txtFirstName.Text.Length < 1)
{
    Raise a message box telling them first name cannot be blank then...
    Exit Sub
}

The last time I looked into this years ago you had to use JavaScript. With VS 2005 is there now a better way to do this?


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