this feature is now supported in ASP.NET 2.0 You can use the Page.SetFocus method to pass the ID of a control that should receive focus or you can call the Focus method on the control directly.
Also you can set the DefaultFocus property of the Form element to the ID of a control that should receive focus when the page is first loaded
1: <form id="formMain" runat="server" defaultfocus="control1">
you can refer to the focus feature here http://quickstarts.asp.net/QuickStartv20/aspnet/doc/tipstricks/default.aspx#focusapi
This feature has a similar one for the validation controls you can use the validation control SetFocusOnError to whether focus is set to the control specified by the ControlToValidate property when validation fails.
1: <asp:RequiredFieldValidator ID="RequiredFieldValidator1" runat="server" SetFocusOnError="true" Display="Dynamic">