Beside the very detailed description on MSDN about the Silverlight version of INotifyDataErrorInfo
There are already some blog posts with samples how to use/implement it in WPF 4.5:
- WPF 4.5 – Asynchronous validation (original link no longer working) Wayback Link
- WPF 4.5 – Part 1 : Asynchronous data validation (the author has a nice series about the new fetaures in WPF 4.5)