Combobox stays in blue once the focus is moved to other field?

[kutlesh]

Not sure what is the problem here, I have few combo boxes which

drop down style is DropDown,
AutoCompleteMode is SuggestAppend
AutoCompleteSource is ListItems

Though I explicitly move the focus to other field, the ComboBox text is still in blue background and white text.
What is happening here?

Sample code:

Private Sub cboPrograma_KeyDown(ByVal eventSender As System.Object, ByVal eventArgs As System.Windows.Forms.KeyEventArgs) Handles cboPrograma.KeyDown
        Dim KeyCode As Short = eventArgs.KeyCode
        Dim Shift As Short = eventArgs.KeyData \ &H10000

        If KeyCode = Keys.Left Then
            meOtsek.Focus()
        End If
    End Sub

    Private Sub cboPrograma_GotFocus(ByVal eventSender As System.Object, ByVal eventArgs As System.EventArgs) Handles cboPrograma.GotFocus
        cboPrograma.SelectAll()
    End Sub

    Private Sub cboPrograma_KeyUp(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles cboPrograma.KeyUp
        If e.KeyCode = Keys.Left Or e.KeyCode = Keys.Right Then
            e.Handled = False
        ElseIf Convert.ToInt32(cboPrograma.Text) > 0 or Convert.ToInt32(cboPrograma.Text)  < 4 Then
            meDen.Focus()
        End If
    End Sub

    Private Sub cboPrograma_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cboPrograma.SelectedIndexChanged
        obrazecZaVnesRef.programa = vbNetUtilsDZS.convertToPositiveInteger(cboPrograma.Text)
    End Sub