LostFocus seems to fire when I load the form

Hi All,

I have a Windows MDI application which needs "modal type" dialog. Because
this can't be done inside MDI I want to display the lookup window and have it
close if the user clicks outside it.

So I load the lookup form, and I have the following code in the LostFocus:

<code>
Private Sub Lookup1_LostFocus(ByVal sender As Object, ByVal e As
System.EventArgs) Handles Me.LostFocus
Me.Close()
End Sub
</code>

However, as the form loads it goes through all it's usual load events and
finally I get an InvalidOperationException (Value Close() cannot be called
while doing CreateHandle())

Any ideas why the LostFocus is firing?

Many thanks in advance!