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How to prevent duplicate entries from multiple columns?

Preventing duplicates with Data Validation

I had one client who had a temp to take over her work while she was a away. When she returned she found that there were duplicate entries. Now you understand that this issue is a common one and hopefully the temp wasn't chastised too much. However it made me wonder how can I use data validation to stop that from happening? In essence how to use the data validation options in Excel to prevent yourself, or someone else, from entering duplicate values.

The problem got a little more thorny when multiple columns got involved. To explain a little more there were two columns date and student name and a duplicate is based on the values of both date and student being identical.