This seems to work:
n = 1;
i = 0;
n=inputdlg('Enter initial value: ');
n = str2num(cell2mat(n));
while n>0;
i=i+1;
values(i) = n;
n=inputdlg('Enter next value: ');
n = str2num(cell2mat(n));
end
msgbox('ERROR: All numbers entered must be positive!');
I used the inputdlg and msgbox functions because they keep the Command Window from getting cluttered.