Error message and set cursor field in subscreen

hey ,
i have a program with main screen 500 and many subscreens 501,502 and so own .
when i  want to validate wrong input in a field and set message type 'E' in the PAI of the subscreen the program
raise the message and exit from the program .
if i try to put the message in the PBO of the subscreen it dosn't exit but after the message the program dosn't flow to
command SET CURSOR FIELD that i wrote after the message .
how can i solve this ?
is there somthing that i'm missing in the basic code flow of the program ?
( screen 500 PBO - PAI ->  SUBSCREEN 50x PBO - PAI )
best regards
ASA

hello and thanks for the answer
let me  clarify my problem :
i want to issue a message ( type e or i ) only if some fields are null and the user pressed on SAVE .
when i'm in the tab-strip and writing error message in :
PAI :
chain.
field XXX
field YYY
module issue_warning_message on chain-request.
endchain.
in  module issue_warning_message :  if XXX is initial --> message type E --> set cursor field XXX.
here i get the message and cursor is set.
when i try to post the message in without chain or any events :
module user_command_tab502 .
the message is issued and it exit the program if the type is e and if type message is I the cursor is not set .
please advice
ASA

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