I used the Page.SetFocus Action script to handle this situation.
If you plan on using a ListBox object this will work out nicely.
Otherwise, I have found (maybe not the most optimal) way of handling such. I put a ListBox object on the Page in question and set it for a small size (say width = 5 and height = 5) and set visible to false. I then have focus set to the ListBox on the On Show event.
There might be a more efficient/professional way of doing this... we shall see if someone chimes in on this thread.