I have isolated the problem I am having as explained in the previous post. The behaviour of SetFocus appears different under Mac than it is under Windows. If I SetFocus a TextBox to itself it highlights then next control in tab order and then highlights the Textbox pointed to through the SetFocus. This seems that this problem would be a fairly general issue that has a solution (I just don't know it!).
Also... Why is the behaviour different when the OK button in the error message is clicked (one control highlighted) vs Enter (two controls highlighted?)