Having trouble with date validation

First of all, I must be overlooking something because I cant see how validating a date value could be this hard. 
I have a windows form, with a textbox (because masktextboxes are not working right) that is a BOUND date value from a table.  I have a Validating event set on it to make sure the user enters a valid date, very simple.  If they enter a value like "9999", I issue a message, set e.Cancel = true and allow them to re-enter.  But if they just decide to clear out the field and move on, it will not move out of the field.  The database column is set to Nulls allowed.  I think it has something to do with it being defined as a date in the database and the .text value is set to "", but I'm not sure.
 
Thanks