>I will to validate a combobox change.
>When a user select another combobox option from the list, i will validate if that change can be made. if not i display a message and will show the original value that has the combobox when the user selected.
>I try Return .F. and NODEFAULT but still changes the combobox value.
>The combobox is populated from a cursor.

You may store the value e.g. in Combo.Gotfocus event:
This.Tag=This.Value
and restore it in InteractiveChange:
IF something invalid
This.Value=This.Tag
Else
This.Tag=This.Value
Endif