Error checking on user forms

I have a user form for collecting data and want to check that the data is valid as it is entered
At the moment I am using the text box on exit option to run code to check the data is within the needed values.
This all works OK and I am using msgbox to display an error message when the values are wrong.
However when I find an error I want to leave the user in that text box to correct the error however it always moves on to the next text box.
I have also tried using the same code in the after update option with no better result
I have put the textbox.setfocus in my code and this seems to make no difference

The code at present is

Private Sub makemargin_Exit(ByVal Cancel As MSForms.ReturnBoolean)
On Error GoTo errortrap
If Not makemargin = Empty Then
priceband = Empty
If makemargin < 0 Or makemargin > 7 Then
MsgBox "Margin must be between 0 and 7", vbExclamation
makemargin.SetFocus
Exit Sub
End If
End If
Exit Sub

But this always moves me on to the next text box on the form
Any ideas

Thanks
Rob