How about this:

Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
FirstTextBox.Attributes.Add("id", "txtbx1")
...

I have replaced textbx2.focus with txtbx1.focus

Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
FirstTextBox.Attributes.Add("onkeyup",...

Since the compiler runs in a top-down fashion, the last code executed on page load, is the setting of focus on textbox2. Which means textbox1 will not get focus unless you shift tab to it.

I think...