LostFocus has a base class behavior fo moving focus. You need to stop that behavior if you are setting focus somewhere. Change your code to this;
WITHThisIFEmpty( .Value )
* Relative addressing is more portable as it is name independant
.Parent.Parent.activepage=2 * Put focus on this same control
.setfocus()
* Stop the base class behaviorNODEFAULTENDIFENDWITH