If you're using the .Net framework 2.0+, this shouldn't be an issue.  Simply add the ValidationGroup attribute to the submit button.  However, you also need to add it to the form controls and validation controls on the page/module as well. 

So far, I have not had any DNN specific problems using this feature.

Well,

there is an issue in Gemini about this -  http://support.dotnetnuke.com/issue/ViewIssue.aspx?id=7745&PROJID=2 - but it seems that this will not be solved anymore for DNN 4 - it is solved for DNN 5, anyway.

As I am  writing a module that has to run with DNN 4 as well (for the moment), here is a workaround for those who are interested:

Assume you have a CommandButton with the ID="UpdateButton".

Code behind (C#):

protected voidPage_Init(object sender, EventArgs e)
{
   ...
   this.UpdateButton.Load += new EventHandler(this.UpdateButton_Load);
   ...
}

protected void UpdateButton_Load(object sender, EventArgs e)
{
   CommandButton updateButton = (CommandButton)sender;
   if (DotNetNuke.Common.Assembly.glbAppVersion.StartsWith("04"))
   {
      ImageButton icon = (ImageButton)updateButton.Controls[0];
      LinkButton link = (LinkButton)updateButton.Controls[2];
      icon.ValidationGroup = "EditEventValidationGroup";
      link.ValidationGroup = "EditEventValidationGroup";
   }
}

Happy programming! (as Scott Mitchell would say...)

Michael