Capturing First Few Ke Down Events

[fripper]

I have a VB .Net 2005 windows app that has a bunch of controls on it ...
buttons,
textboxes, etc. ... it is a simulation program. When the user hits "Go"
some stuff happens on the screen and the user can use the arrow keys to
change direction of an icon. The program handles the KeyDown event to
capture what keys are hit. Now the curious thing is that right after the
user hits "Go" the first few arrow clicks are not detected by the program
but instead cycle through several of the controls (two buttons and a
textbox) then with the fourth click of an arrow the program detects it and
handles it correctly; from that point on everything is fine. I cannot
figure out why the first few clicks select (i.e highlights) these controls
.... I want the first arrow key hit to be detected by the program. I have
set the tab stop counter for these controls to zero but that didn't help.

Any thoughts?