difficulty with SetFocus in data validation for textbox

Hello All,
Thought I would ask for your expertise on this question as you all have been so helpful with other ones.

Trying to have a format validation for a Registration Date Textbox

What I am trying to do is have the cursor return to the textbox (similar to "stop" error alert when adding data validation to a cell)

I've tried Textbox1.SetFocus
and TextBox1.Activate
and TextBox1.Select

None of these work, please advise as a person could click "okay" on the msg box and proceed, leaving the date box blank.

Here is my code as it stands

Private Sub RegTime_LostFocus()
If RegTime.Value = NumericFormat Then
     If RegTime.Value = Format(RegTime.Text, "h:mm;@") Or RegTime.Value = Format(RegTime.Text, "[$-409]h:mm AM/PM;@") Then
     RegTime.Value = Format(RegTime.Text, "[$-409]h:mm AM/PM;@")
      Else
      MsgBox "Please enter time in a 24hour hh:mm format"
      RegTime.Value = ""
      RegTime.Activate
      End If
Else
      MsgBox "Please enter time in a numeric fashion"
      RegTime.Value = ""
      RegTime.Activate
    End If
End Sub