Hello ramesh,
Put this code in include ZXWO1U03 (user-exit IWO10004) and see your job is done.
IF CAUFVD_IMP-ZZCUSTFLD2 IS INITIAL.
MESSAGE: '''Customer Field2'' can not be empty.' TYPE 'E' DISPLAY LIKE 'I'.
ENDIF.
Note:
ZZCUSTFLD2 is the customer field in Enhancement tab. And 'Customer Field2' in the message is its Display name.
As soon as you click on the 
icon with the above field blank, you will get this error pop-up.
Good luck
KJogeswaraRao