vb6 how do you return to a form

I don't understand. VB6 forms keep staying until you unload them (manually or by code).

I don't understand. VB6 forms keep staying until you unload them (manually or by code).

Show (the code)  how you are bringing up the messagebox when you detect bad data

Private Sub cmd_save_Click()
Set fso = CreateObject("Scripting.FileSystemObject")
If cmb_doc_type.Text = "" Or IsNull(cmb_doc_type.Text) Then
   MsgBox "Please Select a Document Type", vbCritical, "Error..."
   cmb_doc_type.SetFocus <-- setting focus to the document type
End If
end sub

Your code seems to be working for me.
I created a new project, dropped a command button on the form (default name "Command1") and a combo box (default name "Combo1") then paste the following code into the form's code.

I've got VB6 SP6

Private Sub Command1_Click()
    Dim fso As Object
    Set fso = CreateObject("Scripting.FileSystemObject")
    If Combo1.Text = "" Or IsNull(Combo1.Text) Then
    MsgBox "Please Select a Document Type", vbCritical, "Error..."
    Combo1.SetFocus
    End If
End Sub

Select allOpen in new window

make sure you several combo box check in place and see what happen
Private Sub Command1_Click()
    Dim fso As Object
    Set fso = CreateObject("Scripting.FileSystemObject")
    If Combo1.Text = "" Or IsNull(Combo1.Text) Then
    MsgBox "Please Select a Document Type", vbCritical, "Error..."
    Combo1.SetFocus
    End If
   If Combo2.Text = "" Or IsNull(Combo2.Text) Then
    MsgBox "Please Select a Document Type", vbCritical, "Error..."
    Combo2.SetFocus
    End If
   If Combo3.Text = "" Or IsNull(Combo3.Text) Then
    MsgBox "Please Select a Document Type", vbCritical, "Error..."
    Combo3.SetFocus
    End If
End Sub