Hello Jolash,
Thank you for using the community.
Please note that indeed this message will be shown in your case by system design, after leaving the item number field the system actually saves the record in temp tables and does not allow the item number to be changed, unlocking the field or setting values in the field will violates the application business logic and might cause many issues in the future.
An solution for your case will be one of the following:
1. You can use field mask over your field as same as the mask of the phone number used in vendor and customer maintenance forms, this will make it easier for your to do the customizations.
2. If you would like to keep using VBA, you will need to select the event of BeforeUserChanged, it can look like the below:
Private Sub ItemNumber_BeforeUserChanged(KeepFocus As Boolean, CancelLogic As Boolean)
ItemNumber.Value = Left(ItemNumber.Value, 3) & "-" & Right(ItemNumber.Value, Len(ItemNumber.Value) - 3)
End Sub
3. If your customer has many items to be imported periodically I would recommend looking into Excel Paste, http://di.jo, it can help importing items into GP.