If I'm understanding you correctly, you want your controls to lose focus when you click on the form itself? There might be a better way to do this, but here's what I came up with.
Add a listener to the form's MouseClick event. Inside that method, put the following code...
- this.ActiveControl = null;
This should clear the active control for the form and remove focus from your controls.
If that's not what you meant, can you please clarify?