Hi Kishore,
Just try by putting only below two lines of code in the CHECK_BEFORE_SAVE
cv_own_message = 'X'.
MESSAGE 'Your message' TYPE 'E' RAISING do_not_save.
In my case, order is not saving in case above two lines of code triggers when saving order.
Still you get issues ,then some where in customization you suppress error message when saving order .you need to investigate in that way.
Thanks,
Naveen.