i couldnt follow most of your question, but maybe this will help.. you should set focus to the control (textbox, etc.) that you want to have the initial focus.. create an OnLoad() handler for your mainform, and after the panel is displayed call:
this.myPanel.Focus();
or in your OnLoad() of the panel call
this.myTextBox.Focus();
still a newb.. cut me some slack :P -dz