I have a table called "applications" and a table called "approvals". There may be several approvals for each application.

The unique field between the application and all the approvals is app#

I have a button on my application form that takes me to the approvals, however, if I have not set up any approvals yet, it takes me to a blank form.

I guess what I need it to do is if there are no approvals with that app #, for it to create one when I click the button to take me to the approval form.

How can I set this up?

You want a form/subform setup:

tblApplications
ApplicationID (PK and auto)
ApplicationNumber
...other necessary fields...

tblApprovals
ApprovalID (PK and auto)
ApplicationID (FK)
...other necessary fields...

Create a form (datasheet view) based on tblApprovals and save it. Create a form based on tblApplications (single form view) and to this form use the Wizard to add your Approvals form as a subform. Access with make the links between the two and you should be good to go...

hth,
Jack