I haven't had anyone have trouble with this for ages, but I seem to remember from way back in my addled mind that occasionally you also need to place the code in the textbox OnClick event. Note that that's in addition to the GotFocus event.
Don't run 2007, so I can't tell where you have to for Options.
Just out of curiosity, do you have any VBA code that runs? In version 2007, no VBA code will execute unless that the folder holding the database has been designated as a “trusted” location.
To trust your folder, click:
* Office Button (top left)
* Access Options (bottom of dialog)
* Trust Center (left)
* Trust Center Settings (button)
* Trusted Locations (left)
* Add new location (button)