Field Validation – Access 2007

I have a form field called “claim number” that must be entered before a user can continue to add a new record using a multi-tab form. I’m using the on lost focus event of the text box to ensure they enter a value. I also want to enable a user to cancel an update and close the form using a command button, which if can’t do using the lost focus event. Any suggestions on what textbox event I should use to validate data entry? I want to validate that something has been entered before they move to another field or tab but also give them the ability to cancel and close the form.