If you are using jQuery see this post.
To set focus on first text field with Prototype I prefer something like this
var firstField = $$('input:text:visible').first();
if (firstField)
firstField.focus();
but you can also try with Form.focusFirstElement or Form.findFirstElement
f you are using Prototype see this post.
Setting focus on the first text field with jQuery is as simple as
$("input:text:first").focus();
$("input:text:visible:first").focus();
Find more at http://docs.jquery.com/Selectors
Update: If you are on Rails you can use auto_focusable_forms, dependency free plugin that will focus first input for you.