You can use AND() in a Data Validation formula to check both conditions.
So, if the Change event is your preferred method then where is it in your code? Right click the sheet's tab, View Code and paste mdmackillop's 2nd code example.
Obvisously, you would need to delete the value or re-enter it for the user and put it in editmode. Example deleting the duplicate entry:
[VBA]Private Sub Worksheet_Change(ByVal Target As Range)
If Target.Column <> 1 Then Exit Sub
If Application.CountIf(Target.EntireColumn, Target.Value) > 1 Then
MsgBox "Duplicate data has been deleted, retry."
Application.EnableEvents = False
Target.ClearContents
Target.Select
Application.EnableEvents = True
End If
End Sub[/VBA]
Of course I only checked one changed cell. If you copy more than one cell, other code is needed. However, that should not be an issue if your code does disable paste.