I agree with VonC and would disable the "Save" button, as long as the user has filed all the important fields.
Showig a warning which fields the user has to fill would help a lot.
EDIT:
Create a component which added himself as change listener. When someone changes the component, you can check whether the input is correct.
Create a window whith all the self-checking components and add the window as listener to all the components.
When somebody change a compounent you can directly check if the input is valid and the user can step to the next page or save the page.
In RCP (Example FieldEditorPreferencePage) a lot of components have the doSave() and isValid() methods.
In isValid() you can check all the components you can find in the window and in doSave(), you sould check the isValid() state, when it is not done automatically, and do some additional save actions.