You can set the focus on a specific User Interface Control Item using
setFocus <rollout_ui_item>
Example:
rollout testFocus "Test Focus"
(
edittext text1 "Test"
edittext text2 "Focus"
)
createDialog testFocus 200 100
setFocus testFocus.text2 --the second text field gets focus!
In 3ds Max 6 and higher,
SetFocus can be used to set focus on ActiveX controls, too.
See also
Rollout User-Interface Controls Types
ActiveX Controls in MAXScript Rollouts