Pablo,
The Valid event will fire in a combo and list object when the users makes a selection, that is changes the value. Simply tabbing through does not fire the valid on these controls.
As for an example here's a simple one. Two textboxes, one for marital status and one for spouses name. In the Valid of marital status I would ensure that the value was an acceptable one of S-Single, M-Married if it is not either S or M I would display a message and return 0 to force the user to get it right. Once the value is valid, then in the LostFocus I would look at that value and either SetFocus to the spouse's name textbox if the value is M or setfocus to another control if the value is S. Keep in mind that using a SetFocus in the LostFocus requires that you also issue a NODEFAULT command to stop VFP from automatically firing its own SetFocus.