>I haven't really wanted to have that feature in that many circumstances, and when I have wanted it i've figured that a control should care where focus is going, so I would get over it

I take it "control should care" should be "shouldn't care"? Well, yeah, it shouldn't know where focus is going, but it should be able tell what state the form is in. Like, if its cancelling out and can ignore validation.

Or say you've got a lookup class, that allows you to pick a foriegn value either by typing it in a textbox or by clicking a button to bring up a picklist form. If you type in an invalid entry, it should let you know when you leave, unless you're leaving to the lookup form. If that makes any sense.