how to signal WinForm control input out of range?

You can derive a customized exeption and invoke it

public class NumericUpDownException : ApplicationException
    {
        public NumericUpDownException() { }
        public NumericUpDownException(string message)
            : base("Index out of range exception")
        { }
        public void Trigger(NumericUpDown control)
        {
            if (control.Maximum < control.Value)
            {
                throw this;
            }
        }
    }