Thanks Cetin, But This is not the problem of 'ISBLANK()' or 'EMPTY()'.
The lastkey() value is 27, it will go into the first check and finds a 'return'.

VALID EVENT
* first check
IF LASTKEY()=27
RETU
ENDIF
*second check
IF ISBLANK(THIS.VALUE)
MESSAGEBOX('blank')
RETU .F.
ENDIF