Here's a short and simple javascript using Jquery to put the cursor in the first text box on a web page. I added this to one of our sites to make sure the cursor starts in the different forms / search boxes on all the pages of our site.
<script type="text/javascript"><!--
$document.ready(function()){
$("input[type='text']:first").select();
};}
// --></script>
It's using Jquery to find the FIRST : INPUT tag with a TYPE="TEXT" on the page. Then it selects it to move the cursor.