The most common way to validate form entries is using Javascript. Just go to Google.com and do a search on the string "form validate". That will get you lots of information on how to implement it. However, if a visitor has Javascript turned off, the form will still submit without any checking.
A better way to do it is from your PHP processing script. That script has to process the data anyway, and can easily do some checks to make sure the fields are filled out. Again, go to Google.com and do a search on the string "form validate PHP".
Note that with all the validation methods, the checks can only check that something is there, not whether it is correct. E-mail addresses, for example, are only checked for proper structure. It is not possible to check whether the address actually exists.
