Try this
Function NoSpace(Text As String)
Dim TxtLen, CheckChr, Counter As Long, Message, CurChar, FoundChar As String
Counter = 0
TxtLen = Len(Text)
FoundChar = ""
Do While Counter < TxtLen 'loop.
Counter = Counter + 1 'Count to lenght of text.
CheckChr = Asc(Mid(Text, Counter, 1))
Select Case CheckChr
Case 48 To 57, 65 To 90, 95, 97 To 122
'The Chr is a Letter, Number or Underscore
Case Else
CurChar = Mid(Text, Counter, 1)
If CurChar = " " Then CurChar = "Space"
FoundChar = FoundChar & CurChar & " "
End Select
If Counter = TxtLen Then
If FoundChar <> "" Then
NoSpace = False
Message = MsgBox("Invalad Characters Found.--> " & FoundChar & Chr(13) & "This Field can only have Letters, Numbers or Underscores" & Chr(13) & "Please remove Characters.", vbOKOnly, "Input error"

Exit Do
Else
NoSpace = True
Exit Do
End If
End If
Loop
End Function
Hope this Helps
Pierre