In you aspx, if you add a login control (where the username, password and "remember me" button show") to your anonymous template
<asp:LoginView
ID="loginViewMain"
runat="server">
<LoggedInTemplate>
<asp:LoginName
ID="loginName"
runat="server"
FormatString="Hello, {0}!<br/><br/> You have successfully<br/> logged onto the staff site." />
<br/>
<br/>
(<asp:LoginStatus ID="loginStatus" runat="server" />)
<br/>
<br/>
</LoggedInTemplate>
<AnonymousTemplate>
<asp:LoginStatus
ID="loginStatus"
runat="server" />
<asp:Login runat="server" ID="login"></asp:Login>
</AnonymousTemplate>
</asp:LoginView>
In the page load event you can set focus
public partial class Default : System.Web.UI.Page
{
protected void Page_Load(object sender, EventArgs e)
{
loginViewMain.FindControl("login").FindControl("UserName").Focus();
}
}