You aren't using the NotInList event.
The BlueClaw example shows the NotInList event calling another Sub but can all be under the NotInList event.
Code:
Public Sub Location_NotInList(NewData As String, Response As Integer)
Response = acDataErrContinue
Me.Location = Null
If MsgBox("Do you want to add this Location?", vbYesNo, "Add New Location?") = vbYes Then
DoCmd.OpenForm "frmLocation", , , , acFormAdd, acDialog, NewData
Me.Location.Requery
Me.Location = NewData
Else
DoCmd.GoToControl "Location"
End If
End Sub
Then code behind frmLocation Current event:
If Me.NewRecord Then Me.Location = Me.OpenArgs