Directing The Cursor To A Input Field

I'm writing a form and I'm using javascript
to validate fields (i.e. numeric, not blank). When my scripts detects an
error I want it to put the cursor in the corresponding field.
I've tried the focus option, but that doesn't seem to work.
This is the code I'm using:

if (TestOk=="N")
{
alert('Veld mag niet leeg zijn');
veld.select();
veld.focus();
}

The veld.select() does select the error string, the focus, however doesm't
seem to work.
Anybody got a suggestion?