The MouseLeave event occurs once the cursor leaves the control.  The MouseLeave event occurs when the cursor leaves the current window and enters to another window. For instance, the MouseLeave event occurs once the cursor leaves the Page and enters a child control of the Page.

The following sample underlines the page's caption while cursor hovers it :

Dim iHot

Private Sub Unhover(ByVal i As Long)
    With Tab1
        If (i >= 0) Then
            .Pages(i).Caption = Replace(.Pages(i).Caption, "<u><fgcolor=666666>", "")
        End If
    End With
End Sub

Private Sub Hover(ByVal i As Long)
    With Tab1
        iHot = i
        If (i >= 0) Then
            .Pages(i).Caption = "<u><fgcolor=666666>" + .Pages(i).Caption
        End If
    End With
End Sub

Private Sub Tab1_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
    Dim i
    With Tab1
        i = .PageFromPoint(-1, -1)
        If (Not iHot = i) Then
            Unhover (iHot)
            iHot = i
            If Not (i = .Active) Then
                Hover (iHot)
            End If
        End If
    End With
End Sub

Private Sub Tab1_Activate(ByVal NewActive As Long, ByVal OldActive As Long)
    If (NewActive = iHot) Then
        Unhover iHot
        iHot = -1
    End If
End Sub

Private Sub Tab1_MouseLeave()
    If (iHot >= 0) Then
        Unhover iHot
        iHot = -1
    End If
End Sub