Check For No Data Entry

I have some fields on a form that are update once a cmbo box is updated. They are updated by dlookups. However the fields that it looks up maybe empty so nothing is entered. So the user can enter the information themselves. On exit i would like to check to see if the field on the form is empty if so to flag up a msg.

i.e.
if me.field = "" then
msgbox "You havent completed this field"
end if

However when i run this it doesnt detect that the field is blank. Is this because the field is being updated with a blank field from the dlookup. I have even tried = null.

I hope this makes sense. Thanks