[Erel]

1. I've attached one possible way.
2. The focus returns to the Table control at the end of SelectionChanged event.
The solution is to use a timer which will set the focus:

Sub Globals
    'Declare the global variables here.

End Sub

Sub App_Start
    Form1.Show
    AddTimer("Timer1")
    Timer1.Interval = 5 'ms
End Sub
Sub Timer1_Tick
    Timer1.Enabled = false
    TextBox1.Focus
End Sub

Sub Table1_SelectionChanged (ColName, Row)
    Timer1.Enabled = True
End Sub