En el codebehind asociado a tu página aspx has de poner :
SetControlFocus(nombre_cajatexto)
Public Shared Sub SetControlFocus(ByVal ctrl As Control)
Dim code As String = String.Format("<input type=hidden name=focusmemory value=""{0}""><script language='javascript'>" & _
"if (eval(document.getElementById(document.all.focusmemory.value)).disabled==false) document.getElementById(document.all.focusmemory.value).focus();</script>", ctrl.ClientID)
ctrl.Page.RegisterStartupScript("SetControlFocus", code)
End Sub
Saludos,
Tatiana