On the Data Validation dialog, choose the criteria you want to use in the boxes on the Settings tab. Go to the Input Message tab and enter the message you want users to see when they click in the ...

On the Data tab, in the Data Tools group, click the arrow next to Data Validation, and then click Clear Validation Circles. If you want to read it in detail, do follow the entire article.

At this point, you have a multi-range selection. Click the Data tab. From the Data Validation dropdown, choose Data Validation. In Word 2003, choose Validation from the Data menu.