[eluser]TheFuzzy0ne[/eluser]
Although I've never done this myself before, I see no reason why you shouldn't be able to use jQuery (or similar), to focus the first element in your form that contains the class "error" or whatever you're using to highlight the erroneous input controls. Assigning a class is a fairly simple operation. You can use the ternary operator:
Code:
<input type="text" name="my_input" value="<?php echo set_value('my_input'); ?>"<?php echo (form_error('my_input')) ? ' class="error"' : ''; ?> />
Does this help at all?