Display error message from within plugin

I need help with error checking in my new plugin. I am writing a plugin that puts input fields on the “Edit Post” and “New Post” screen. Most things are going well but my question is how do I notify the user that my error checking has discovered some problem with their submission? When I echo or even die from within the plugin it doesn’t show up anywhere on the screen after “Save” or “Save and continue editing”.

Is there a built-in function within wordpress for displaying error messages?