[RESOLVED] do something when a form loses focus to another program?

[half flung pie]

I'd like for my program to do some things when the user goes away from it (Like clicks anywhere other than the form, like the desktop or Notepad or whatever), but I have no idea how to do it. I've tried to use Form_LostFocus but it didn't do anything. Right now I just have a Standard EXE project open with only the following code:

Private Sub Form_LostFocus()
Me.Caption = "AAAAAHAHAHAHAHAHHAHAHA"
End Sub

The form's caption doesn't change when I go away from it. This isn't really what I'm wanting it to do in the long run, but I just put it there to see if the LostFocus thing works. I'm eventually going to want it to call some functions instead.