You can also do this dynamically:

Private Sub UserForm_Initialize()
  'The textbox of interest located on Page 0 of Multipage2 nexted on Page 0 of Multipage1.
  'Hide it
  MultiPage1.Value = 1
  MultiPage2.Value = 1
  DynamicSetFocus TextBox3
lbl_Exit:
  Exit Sub
End Sub
Sub DynamicSetFocus(oCtrl As Control)
Dim oParentCtrl As Object
Dim arrCtrl()
Dim lngParent As Long, lngIndex As Long
  Set oParentCtrl = oCtrl.Parent
  If oParentCtrl.Name = Name Then
    oCtrl.SetFocus
  Else
    Do Until oParentCtrl.Name = Name
      ReDim Preserve arrCtrl(1, lngParent)
      arrCtrl(0, lngParent) = TypeName(oParentCtrl)
      arrCtrl(1, lngParent) = oParentCtrl.Name
      Set oParentCtrl = oParentCtrl.Parent
      lngParent = lngParent + 1
    Loop
  End If
  For lngIndex = UBound(arrCtrl, 2) To 1 Step -1
    Select Case arrCtrl(0, lngIndex)
      Case "MultiPage"
        Controls(arrCtrl(1, lngIndex)).Value = Controls(arrCtrl(1, lngIndex)).Pages(CStr(arrCtrl(1, lngIndex - 1))).Index
        lngIndex = lngIndex - 1
      Case "Frame"
        Controls(arrCtrl(1, lngIndex)).SetFocus
    End Select
  Next
  'The control's parent is now visible so set focus.
  oCtrl.SetFocus
lbl_Exit:
  Exit Sub
End Sub