Me Too!
I have the exact same problem on a database I am working on. The subforms are not modal or popup.
If I select a field and don't update it, the only way I can get out of the subform is to press the escape key twice.
If I do update the value, I'm am ok to go anywhere I want by clicking with the mouse.
To make it more interesting, if I update the subform, move from it, go back into it, select a field, don't make a change, it will let me move out no problem. Huh? I don't get it either!
Tried using the code submitted by seiky but not sure where to use it because there are two fields on my subform I can update and don't want the main form to necessarily receive the focus after they are updated.
Any other ideas?