SetFocus back to ComboBox on exit event doesn't seem to work (Excel 2010)

I have a custom form with a combo box followed by a button. Here is process and error:
1. User enters a value in combo box and hits tab
2. This fires the combo box Exit event, the code wherein verifies if the value entered by user in (1) is valid or not
3. If the value is not valid, a msg box shows a message for the user to enter correct value
4. This is followed by an setfocus expression to move the focus back to combo box.
5. However, the focus does move to the custom button instead of moving back to the combo box. Where am I going wrong?

Here is the code:

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Hi sx4vba

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Hi sx4vba

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