Peter,

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;

WITH This
   IF Empty( .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 behavior
      NODEFAULT
   ENDIF
ENDWITH