Proper way to validate from sub to sub
Your validation has a &quot;major&quot; flaw. You are validating each thing by itself, so If you user &quot;creates&quot; multiple validation errors, this provides a seriously bad UX. While we're at UX, your error messages could use some love: here's a little help from UX.SE
The easiest fix for this is to use binary flags, similar to the following:
[Flags]
Enum ValidatorFlags As Integer
   MonthSelect = 1 ' 0001
   YearSelect  = 2 ' 0010
   FilepathBox = 4 ' 0100
End Enum

Any combination of these flags is guaranteed to be backtraceable to the flags that are composing it (Sidenote: this is how linux permissions work).
As a sidenote: the Flags attribute as used in this enum and described more in depth in this SO question allows nice toString() magic (not that you'd need it). In the (currently) accepted answer there you also get a good lead on how you'd backtrace the original errors to the flags ;) The code also works fine without it though.
In addition to the mentined points and the very nice review by xDaevax (who also led me to the Flags question on SO), I want to mention that the names of your error message containers are gruesome.
Don't number your variables
Instead of Label1,2,3,... use descriptive names, just as you did in your InputFields
your code would then become somewhat like this:
Public Sub Validator 'leaving rest for brevity
    Dim Validator As ValidatorFlags
    If MonthSelectBox.Text = &quot;&quot; Then
       Validator |= ValidatorFlags.MonthSelect
       MonthErrorLabel.Text = &quot;Please select a month.&quot;
    Else 
       MonthErrorLabel.Text = &quot;&quot;
    End If

    If YearSelectBox.Text = &quot;&quot; Then
        Validator |= ValidatorFlags.YearSelect
        YearErrorLabel.Text = &quot;Please select a year.&quot;
    Else
        YearErrorLabel.Text = &quot;&quot;
    End If

    If FilePathTextBox = &quot;&quot; Then
        Validator |= ValidatorFlags.FilepathBox
        FilepathErrorLabel.Text = &quot;Please select a valid filepath.&quot;
    Else
        FilepathErrorLabel.Text = &quot;&quot;
    End If
    Return Validator
End Sub