If you cancel a change, watch for the event canceled error in the Error event handler and ignore it so the user does not see a system generated message box.

' Make sure that the EmployeeId field is
' a valid long integer.
Private Sub DBGrid1_BeforeUpdate(Cancel As Integer)
Dim test_value As Long

    If DBGrid1.Col = 2 Then
        On Error GoTo NotNumeric
        test_value = CInt(DBGrid1.Text)
        On Error GoTo 0
    End If
    
    ' It's Ok. Leave Cancel alone (false).
    Exit Sub

NotNumeric:
    ' Invalid value. Cancel the update.
    Cancel = True
    
    ' Display an error message.
    MsgBox "EmployeeId must be an integer."
End Sub

' Ignore canceled update errors.
Private Sub DBGrid1_Error(ByVal DataError As Integer, _
    Response As Integer)
    If DataError = 16389 Then Response = vbDataErrContinue
End Sub