This is a job for the absence rules.

One of the rules (found in Admin > System Functionality (dropdown menu) > Leave > Absence Rules) is called 'Minimum requested leave days' for annual leave.  In here you can specify the smallest annual leave request that is acceptable to your company, for example 0.5 days.

Ensure that 'Used' is set to true and click Submit.  From now on any leave request less that 0.5 will conflict against this rule.