on focus in and focus out event in javascript

Hi,

I want to display an error message on tab space i.e when i keep my focus in first name text box and i press tab, I should get an error message please enter the first name,similary for 2nd textbox and 3rd.When i keep the focus back to the first text box then my rror message should be disable please help me if any one know about these or any one has worked on these using javascipt.