Hi,
I'm assuming you want to do this for a range of entries rather than a hard-coded reference to just one cell. Amend the rngData variable in the code below to suit your requirements. Also, if you are having trouble getting the code to run - make sure you have it as worksheet code rather than in a general module (right click on the sheet tab concerned and select View Code - that's where it belongs).
Private Sub Worksheet_Change(ByVal Target As Range)
Dim rngData As Range
Const strmessage As String = "You must enter why this happened " & _
"in the next cell"
Set rngData = Me.Range("A1:A10")
'the range where the notes are added
If Not Intersect(rngData, Target) Is Nothing Then
MsgBox prompt:=strmessage, Buttons:=vbExclamation
Target.Offset(0, 1).Select
End If
'a change in our range, so give the prompt
End Sub
HTH