How to disallow duplicate entries?

Newbie question. I am experimenting with the free trial and really think this will work for us. We need to maintain a database of customer orders. Each employee will enter records when jobs come in. I've built a prototype that I'm liking. One issue occasionally comes up. We need to prevent employees from entering duplicate records. The first field entered is the order number. Is there a way to pop up a message saying this record already exists and prevent duplicates from being entered?

Thanks.