well, since after teh meaasge box is displayed, the textbox loses focus, so theis is what you can do:
dim str as string
//in textchange event of your textbox:
chkid=textcustomer.text
if chkid="" then
msgbox "Cannot be left blank",vbok+vbinformation,"ERROR"
//insert the following
text1.setfocus //this will set the focus back on the
//textbox till the if condition is false.
end if