Conditional Formatting and Validation Rule

Please correct me on this: in a form control (Text Box) if you use a
Validation Rule, you can have an audible tone and a Validation Text, so it is
clear to the user that something is wrong, however, the offending field is
not highlighted. On the other hand, you can go with Conditional Formatting,
so the field changes appearance, but there's no alarm and no validation text!
Doesn't seem odd? How do you work around this?

This question has probably been asked and answered before, but I was unable
to locate the needle in the haystack. Could anyone give me a pointer on how
to do more than a one-word search on this forum?

Thanks,
OldBlindPew