Making newly created AHAH field required problematic

I have a form that gets dynamically updated using ahah_helper. When I add a field that has '#required' => true set, it gets displayed as expected (with required *), however when the form is submitted and this field isn't filled in, drupal doesn't alert that the field is required. However, if you submit the form a second time, *THEN* drupal takes note of the required element and returns the expected form required error.

This doesn't seem liked expected behavior to me. What do I need to do to fix this?