<body onLoad="self.focus();document.formname.name.focus()" >
formname is <form action="xxx.php" method="POST" name="formname" >
and name is <input type="text" tabindex="1" name="name" />
it works for me, checked using IE and mozilla.
autofocus, somehow didn't work for me.
Sometimes all you have to do to make sure the cursor is inside the text box is:
click on the text box and when a menu is displayed, click on "Format text box"
then click on the "text box" tab and finally modify all four margins (left, right, upper and bottom) by arrowing down until "0" appear on each margin.