I don't think AfterUpdate is the right trigger. Try using the trigger of leaving the text box instead.
Code:
Private Sub ObjectCode_Exit(ByVal Cancel As MSForms.ReturnBoolean)
Dim sVals As String, sEntry As String
sVals = "6119,6121,6129,6139,6141,6142,6413,6145,6146,6148,6149,6223,6237,6238,6239,6249,6256,6259,6267,6268,6269,6291,6293,6294,6299,6329,6339,6395,6399,6410,6411,6497,6499"
sEntry = Me.ObjectCode.Value
If Len(sEntry) <> 4 Or Not sVals Like "*" & sEntry & "*" Then
MsgBox "Not a valid Object Code. Please verify and try again", vbOKOnly, "Invalid Input"
Me.ObjectCode.Value = Null
Cancel = True
End If
End Sub