Validation rules in properties not working as I think they should

I have a control on a form tied to a number field in a table. I am attempting to set a validation rule and validation text which would prevent a record being created without a number in this control. I am using "<>0" for my validation rule, and validation text that says something like "Please enter a quantity before continueing.

I have tried this, as well as "Is Not Null" for a validation rule, and neither one seems to work, as I'm able to breeze right by the quantity control without entering a value with no message or validation occuring.

Is there a better way to make this control a "required" item in my form? My desire is to have the the focus remain on the quantity control until a valid number is input.