Excel 2007 :: VBA Macro Executes When Press ESC?

I have an excel workbook created in 2007, but now running in 2010. In the workbook I have a form Combo box with a macro assigned to it. When I click any value in the combo dropdown list the macro executes. In 2007 I could click the combo dropdown box and then press ESC to exit from the form control without executing the assigned macro. Similarly I could also click on any other cell to exit from the control without executing the macro.

But, in 2010 if I press ESC or click on any other cell the macro will execute. Sometimes I want to be able to exit from the combo box without executing the macro.