In this post Gill Cleeren concentrates on another data binding-related feature that's new in Silverlight 4, namely the support for the IDataErrorInfo interface.
The fact that Silverlight supports this interface now, means we can fully use it to help with the display of validation errors in a data binding scenario. [...]
When we are binding an object of a class that implements the IDataErrorInfo, Silverlight will automatically check each field for validation errors using the indexer. In here, we can write validation code that will check if the specified value is valid and if not, return the error message for that field. Silverlight will then automatically display the error for the field.