I don't know. I made the Cancel button the next Active control, but the Validated event is still firing. Here is the code in the Validated Event
and actually the Cancel button is the Exit button.

    Private Sub txtDate_Validated(ByVal sender As Object, ByVal e As System.EventArgs) Handles txtDate.Validated
        If Len(Me.txtDate.Text) > 0 Then
            Dispatch.ValidDate(Me.txtDate.Text)
            If piReturnID > 0 Then
                piReturnID = 0
                Me.cmdDefault.Enabled = False
                Me.cboRoute.Enabled = False
                Me.TabControl1.Enabled = False
                Me.cmdExit.Enabled = True
                Return
            End If

            Me.cmdDefault.Enabled = True
            Me.cboRoute.Enabled = True
        Else
            Me.cmdDefault.Enabled = False
            Me.cboRoute.Enabled = False
            Me.TabControl1.Enabled = False
        End If
    End Sub