Allowing keyboard navigation and improving the User Experience for users is usually a concern for web developers. Some use Flash frontends while others go the AJAX route but in the end it's the simple things that matter, such as setting the focus to a input element on a form.
Setting the focus on an ASP.NET control is quite simple in ASP.NET and there are at least half a dozen ways to do it.
Through server-side ASP.NET code, you can:
1. Set the DefaultFocus property of the form (you can also do this in the ASPX file for simplicity)
2. Call Control.Focus()
3. Call Page.SetFocus(controlId)
4. Call document.getElementById(control.UniqueID/ClientID).focus(); either through Page.ClientScript.RegisterStartupScript
If you just want to handle the onblur event of a control to set the focum on another control, you might also want to look at TabIndex, which sets the order in which the controls change focus on pressing Tab.