Excel Userform - keep focus on textbox after error

I have a userform where I am trying to check that a valid date is added into a textbox. If the entry is not a valid date, I want to clear the textbox, and give it the focus again, ready for the correct format date to be entered. I would also like to stop the user tabbing past the textbox without entering anything.
Whatever I have tried has not worked - the focus goes to the next control. I feel it is because I am using the wrong event (but probably because I'm not very competent in VBA programming )
My code is below...

Private Sub txbACDateClosed_Exit(ByVal Cancel As MSForms.ReturnBoolean)

            If IsDate(txbACDateClosed) = False Then
                MsgBox "You must enter a valid date...", vbOKOnly
                txbACActionNumber.SetFocus
                Exit Sub

            End If

End Sub

All and any help greatly appreciated.

OM1950

It's much better validating all the values when the user tries to submit the form. It keeps things simple for you and stops your workbook pissing them off if they don't want to fill the form out in the same order that you want them to!

Thanks Norie - works like a charm. I didn't want to check everything at the end of entry Kylie123, because it is possible for the user to leave the form for another userform that depends on some data in the initail one (sorry to be confusing here...) but thanks for the reply.