>This is my source code for the Save Button; which matches the development guide. I am very new to .NET in general; but I am sure I have followed all of the steps.

Did you try adding a broken rule using the AddErrorProviderBrokenRule method? For example:

public string ValidateShipName(string shipName)
{
	string message = null;

	if (shipName == "")
	{
		message = "Must specify a ship name";
		if (this.DataSet != null)
		{
			this.AddErrorProviderBrokenRule("ShipName",
				message);
		}
	}
	return message;
}

This code was taken from the MM .NET Sample application's OrderRule.cs file. Which you can examine to see how the error icons are displayed in the sample app.

Regards,