if you're just for ie4+ use a for i...
make your submit button a "button" button handle submission here

for(i=0:i<document.forms.yourFormName.length)i++
{
  if(document.forms.yourFormName[i].value=="")
  { 
  alert("you must enter all fields!/n" +
document.forms.yourFormName[i].name)
  }
   else
  {
   document.forms.yourFormName.submit
  }
}