Yes you can set the Validation error message in Css Form Builder, but just one for each set. Sometimes you need two.
You want to validate a phone number. In the Validation error message field in Css Form Builder you type. "This field is required". After you have finished the Css Form Builder Wizzard you need to modify the phone number field. You want to change the default error message for the Spry textfield from the default message "Invalid format" to "Please select a valid phone number". You also want to use the Validation pattern field and the Enforce pattern checkbox for the Spry field to format the input properly.
Later you nedd to rerun the Css Form Builder Wizzard. When you are done your modifyed settings for the Spry text field are changed back to default settings and you need to modify them again. Should it be like that ?