Assuming you're talking about a field on a userform, I suggest looking in the
VBA help for information on the 'Enter' event. The code should look something
like this:

Sub TextBox1_Enter
   MsgBox "Don't forget..."
End Sub

However, if you are talking about a form field in document, then the process
is a little different. In this case you will need to create a macro in the
template that looks something like this:

Sub Reminder()
   MsgBox "Don't forget..."
End Sub

And then in the properties dialog box of the formfield select this macro to
run on entry to the field. If you don't want the same message displayed for
each field, you'll need to create similar macros for each and assign the
specific macros to the appropriate field.

Note that this only appears to work if the document is forms protected.

Cheers!