Do it in the BeforeUpdate event and Cancel that event if needed:
Private Sub Part_BeforeUpdate(CAncel as Integer)
Dim j As Integer
For j = 1 To 7
If InStr("ABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789", Mid(Me.Part, j, 1)) = 0 Then
MsgBox "Special Character " & Mid(Me.Part, j, 1) & " Exists. PLEASE RE-TYPE PART NUMBER CORRECTLY!!!", , "Part Number Authentication"
Cancel = True
Me.Part.Value = ""
End If
End If
Next
End Sub