Here's some ideas :

lcEmptyFieldName = ""
SELECT (AliasName)
SCATTER NAME loRS MEMO
lnPropertyCount = AMEMBERS(laProperties,loRS)
FOR lnProperty = 1 TO lnPropertyCount
  luValue = EVAL('loRS.'+laProperties[lnProperty])
  IF EMPTY(luValue)
    lcEmptyFieldName = laProperties[lnProperty]
    EXIT
  ENDIF
ENDFOR
RETURN lcEmptyFieldName

Since you want to SetFocus to the bound control containing the empty field I'd say the below code might be better:

FOR EACH loControl IN THIS.Controls
  IF PEMSTATUS(loControl,"ControlSource",5) NOT EMPTY(loControl.ControlSource) AND EMPTY(loControl.Value)
      loControl.SetFocus()
  ENDIF
ENDFOR

>Is there a way I can have my app check to determine if any fields are left empty on a form. If it finds a field that is empty, the user shoudl be prompted and the textbox that the has that field as a control source should be setfocused. Any ideas?