ComboBox Validating event not firing

I'm trying to implement an MS Access style NotInList event for a ComboBox.
I've selected the Validating event of the ComboBox and entered code to add
values where the index = -1 (i.e. text entry is not in the list).
What I've found is that if the user drops down the list, types a new entry
and then clicks away, the Validating event doesn't fire.
It seems that I can get the Validated event to always fire but I want to use
the Validating event since it can be cancelled (through the
System.ComponentModel.CancelEventArgs object of the event)
I have the these properties set: CausesValidation = True and DropDownStyle =
"DropDown"
Does anyone have a workaround or suggestion for how I can implement this?

Thanks, Graeme.