>By the way, I am working with Visual FoxPro 6.0 with Service Pack 3, if that makes a difference.
>

You can't issue a SetFocus() within a Valid event, even from a procedure called by the Valid, since control returns to the caller, the Valid. If the target of the SetFocus is the control itself, then returning 0 in the Valid event prevents the focus from leaving the control; otherwise, move the valid code to the LostFocus event, where a SetFocus is allowed.