Selected Answer
Leopard
This works for me- see attached file. Notice it's on the KeyDown event (so your code has been deleted in my file) and it intercepts the Enter or Tab which would normally shift focus within the Frame. If there's no match in column C, it changes the key code (so the form doesn't "see" those keys and the focus remains in that box, now cleared).
Important changes are in bold below:
Private Sub TextBox7_KeyDown(ByVal KeyCode As MSForms.ReturnInteger, ByVal Shift As Integer)
If Not (KeyCode = 13 Or KeyCode = 9) Then Exit Sub 'do nothing if key pressed isn't 13(Enter) or 9(Tab)
Dim SRC As Range
Dim ss As String
ss = TextBox7.Value
Set SRC = Sheets("DATA").Range("c:c").Find(ss, LookIn:=xlValues, lookat:=xlWhole)
If SRC Is Nothing Then
TextBox7 = "" 'clear unmatched input
KeyCode = 0 'change the keycode to keep focus
Else
MsgBox "The value " & ss & " is matched" 'confirm and allow focus to move
End If
End Sub