Hi, took a while but I think I got it. I am assuming you're using Excel 2007. I am also assuming you have a reference to a range already. Here is a quick example.
Excel.Worksheet sheet = this.Application.ActiveSheet as Excel.Worksheet;
Excel.Range range = sheet.get_Range("A1", "A5") as Excel.Range;
//delete previous validation rules
range.Validation.Delete();
range.Validation.Add(Excel.XlDVType.xlValidateWholeNumber,
Excel.XlDVAlertStyle.xlValidAlertStop,
Excel.XlFormatConditionOperator.xlBetween,
0, 1);
This will add a validation of number between 0 and 1 for a specific range in this case between A1 and A5.
You can also play with the Validation object further to create custom Error Messages etc.
Hope this helps.