Rebecca, I took a quick look at your form and it appears the default Gravity Forms CSS isn't being loaded. That said, when it does get a validation error, nothing gets the highlighting style to indicate it failed. That's most likely your issue.
Are you using the short code in the page editor to embed your form, or are you manually including it into the page with the function call?
If it's the latter, you will need to add a script snippet to your functions.php file that enqueues all the necessary CSS and scripts on the form pages.
You can find that at the bottom of this page..
Posted 10 years ago on Thursday May 20, 2010 | Permalink