try this:

vb Code:
  1. Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click

  2.     Dim msg As String = ""

  3.     msg &= If(ListBox1.Items.Count = 0, "Listbox1, ", "")

  4.     msg &= If(TextBox2.Text = "", "TextBox2, ", "")

  5.     msg &= If(TextBox3.Text = "", "TextBox3, ", "")

  6.     msg &= If(TextBox4.Text = "", "TextBox4, ", "")

  7.     msg &= If(TextBox5.Text = "", "TextBox5, ", "")

  8.     If msg <> "" Then MsgBox(msg & " need to be completed", MsgBoxStyle.OkOnly Or MsgBoxStyle.Information, My.Application.Info.Title)

  9. End Sub