Data Validation Settings fails to apply

Abdullah_Shurjeel 

Try this:

Private Sub Worksheet_Change(ByVal Target As Range)
    'Only numeric values
    Const CELL_ADDRESS = "A1:A3" 'change range
    Dim rng As Range
    Dim f As Boolean
    If Not Intersect(Target, Range(CELL_ADDRESS)) Is Nothing Then
        For Each rng In Intersect(Target, Range(CELL_ADDRESS))
            If Not IsNumeric(rng.Value) Then
                f = True
            ElseIf Not rng.Value = Int(rng.Value) Then
                f = True
            End If
            If f Then
                MsgBox "You must enter only whole numbers!", vbCritical, "Invalid Input"
                Application.EnableEvents = False
                Application.Undo
                Application.EnableEvents = True
                Exit For
            End If
        Next rng
    End If
End Sub