Hi Anahit,
Yes, you could set a Onchange Action on this Textfield.
Check there if the Customer Name is empty
If empty then use the Rollback Activity.
Instead of the validation error with the popup, you could use the validation in the Textbox.
Properties/Validation/Type:Required
This will make it user friendly.
Im not 100% sure now but i think that this validation in the textbox will do this rollback automaticly..
Hope this helps