Yes, It does the same thing.
First time When my focus is on text box, I pressed cancel/Esc, Lastkey() value becomes 27.
But my problem is, Once the value of Lastkey() turns to 27, it will never execute the Valid event even if I click on the onother text box instead of pressing cencel or Esc. Because the very first check in Valid event is:

valid event
*first check
If Lastkey()=27
retu
endif
*second check
IF ISBLANK(THIS.VALUE)
messagebox('cannot leave blank')
endif


Thanks.