Thank you for your post.
Instant Web Publishing does not allow you to control the validation messages. Depending on the type of validation, one possible solution would be to disable validation on a fields, and create a calculation field that displays an error message (in red color) when the validation is false. For a simplistic example, suppose you don't want anyone to enter the number 0 (zero) in the field "Amount". Create a calculation field with the formula:
If (Amount = 0 ; "INVALID ENTRY" ; "" )
Place this calculation field strategically near the Amount field. In Instant Web Publishing, this would appear after you Submit the record. Unfortunately, it would still allow the user to skip to the next record without making a change.
I realize there are other types of validation (unique value, in a range, not empty, etc.), and some of those validations would be more difficult to implement.