In the form's Load event:
Me![ControlName].SetFocus
If you would also like it to always start at this control as you
navigate through the records, place the code, instead of the Load
event, in the Current event.
This should be the default behavior. Occasionally, you may find that it does
not happen if there is some combination of subforms, tab pages, and controls
with no tab stop at the start of the tab order. Moving the control with no
tab stop down the tab order will probably fix that.
If you are stuck, you could use the Load event of the form to SetFocus to a
particular control.