Gonzalo is essentially right, but if you do your data entry using a form, you can use events in the form to run code that will do what you want. Forms have the following events:
Code:
BeforeInsert User types the first character in a new record.
BeforeUpdate User updates the record.
AfterUpdate Record is updated.
AfterInsert Record updated is a new record.
One or more of those should do the trick for you.