How to set focus in a form field

I have an annoying 'glitch' in the forms on my site: When a page loads, if it has a form on it, I would like the cursor to move to the first field, be 'set' - that is, I should see a cursor or blinking cursor in the first field. As it is now, on some pages, I either have to 'tab' to the first field, or click themouse in that field. Is there anyway to automate this, so that when a page loads it automatically goes to the first field, and 'highlights' the entry area? (Btw, I tried 'tabindex=1' but it still does not do what I'd like it to. Any ideas, suggestions, or admontions gratefully accepted. Tia, Andre