After you set the grid's RecordSource using the SELECT command
Put This line:

IF _TALLY > 0
Thisform.PaheFrame1.ActivePage = 2
ELSE
MESSAGEBOX( [No Records match your crtieria] )
ENDIF

See the REPORT FORM documenation in the on-line help

Use the PREVIEW clause of the REPORT FORM command ( as described in the on-line help)