Whether it's helpful depends on what behavior you're looking for. If you
want to prevent the "wrong" characters from even being typed into the field,
then form fields are the wrong tool because they can't do it. All they can
do is let you examine the user's entry when they try to leave the field.

To get more control over what can be typed in a field, you have to change to
using a UserForm (a custom dialog). The text entry box on a UserForm has a
Change event that fires every time the text in the box changes. You can
write a procedure to catch that event and look at the character that was
just typed; if it isn't valid for that box, the code can reject the
character, and it looks to the user as if the key is 'dead'.

To get a quick introduction to UserForms, see
http://www.word.mvps.org/FAQs/Userforms/CreateAUserForm.htm.