In your script that is performed by OnObjectExit, make Exit Script [False] the last script step. This cancels out the "event" that tripped the OnObjectExit trigger in the first place.
But since mouse clicks also exit the field, you may want to use OnObjectKeyStroke and check for when the return, enter and/or tab key was pressed to fine tune this a bit more. That way mouse clicks still put the focus where the user clicks, but keys that exit the field jump the cursor to the desired location.
Thanks again Phil.....I should just put you on the payroll.....Exit Script [False]....was the answer. Should of posted an hour ago :)