How to detect when ToolStripTextBox loses focus?

I have a ToolStripTextBox in my toolstrip, and I need to know when the user clicks away from the text box after the textbox has previously received focus.  Seems impossible! :-)

I've tried to handle the ToolStripTextBox's Leave event, as well as the "inner" textbox's Leave, with no luck. 

Any ideas?

Thanks!
Jeff