Validate User Input - Loop Conditional Statements To Indicate Errors?

I have several text boxes I need to validate. I am not understanding how to validate in Visual Basic 2008. So I deployed standard If Statements to handle bad data. I am having two problems.

Lets say the user entered wrong data, example, numbers; an error message is displayed. The text boxes cannot contain numbers, be left empty or contained characters, like !@#$. The problem is if the user enter text, and then entered a wrong data again the code does not work or display error message. How can I make the conditions so that they throw out error message even if the user had previously entered good data.

Another example: If the user enter good data in text box 1 and bad data in text box 2, the error message does not work.

Finally, how do I filter out characters to allow only text. Is there a way to use this code on multiple text boxes with out writing the entire code for each form control?

Here are the conditional statements.
Private Sub btnDataSubmit_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles btnDataSubmit.Click
If IsNumeric(txtDataEntry.Text) Then
lblErrorDisplay.Text = "Invalid Name!"
lblErrorDisplay.BackColor = Color.Red
[Code] .....