Only specific numbers in edit box

I would like that user could write only numbers from 1 to 49 in edit box. I know how to exclude letters and has possibility to put only numbers but I can't limit it to specific numbers (e.g from 1 to 49 - like in lottery game). I added KeyDown event to edit box and put this code:

   if not (KeyChar in ['1'..'9']) then
   begin
      ShowMessage('Invalid character');
      KeyChar := #0;
   end;

How can I modify it?

Following David's advice, a pattern I often use looks something like this :

function Validate1To49(AStr : string; var Value : integer) : boolean;
begin
  result := TryStrToInt(AStr, Value) and
            (Value >= 1) and (Value <= 49);
end;

procedure TForm1.Edit1Change(Sender: TObject);
var
  tmp : integer;
begin
  if Validate1To49(Edit1.Text, tmp) then
    Edit1.Color := clWhite
  else
    Edit1.Color := clRed;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  theValue : integer;
begin
  if Validate1To49(Edit1.Text, theValue) then begin
    // go ahead and do something with "theValue"
  end else
    ShowMessage('Value not valid');
end;   

Here if the user inputs anything invalid there is immediate visual feedback that is not intrusive like a modal message box. Here I coloured the edit box red, but you can also show/hide or change the colour of a warning label above the edit box with a message detailing the expected input, use a green checkmark, or whatever else seems sensible

This has the benefit that the user can see immediately whether or not their inputs are valid. The validation methods can be wrapped up so that they can be re-used when the user attempts to initiate an action requiring those inputs. At this point I feel it's fine to use a modal messagebox because the user has plainly missed the obvious cues already in front of them. Alternatively, when validating in the OnChange handler you can simply disable any action controls (like buttons, etc) that would allow the user to proceed. This requires validating all input controls required for the action - again, usually you would wrap the entire validation action into a single method for sensible re-use.

For simple values like integers, a good SpinEdit control can be useful (the VCL one is included in the Samples package - not always installed by default). The above pattern is more flexible, however and can be used for any type of input. A SpinEdit won't provide any feedback, however - the user will simply type and nothing will show up. They may wonder whether the application is broken if there is no clear guidance visible about what the input element will accept.