set focus to cell in datagrid

I have a datagrid containing two columns. The first column is not editable the second is editable. What I want is, that after loading my form the datagrid has the focus and I can start to enter my data without clicking anywhere.

This is how I tried it:

VB Code:

Private Declare Function SendMessage Lib "user32" Alias "SendMessageA" (ByVal hWnd As IntPtr, ByVal msg As Int32, ByVal wParam As Int32, ByVal lParam As Int32) As Boolean
 
'[.....]
 
Dim dgc As New DataGridCell(0, 1)   
Dim dgtb As DataGridTextBoxColumn   
 
'do something
 
Me.grdData.Focus()
Me.grdData.CurrentCell = dgc
 
dgtb = CType(Me.grdData.TableStyles(IBS_Vorschau.objDataSetVorschau.strTableName).GridColumnStyles(1), DataGridTextBoxColumn)
dgtb.TextBox.Focus()
dgtb.TextBox.Select()
 
SendMessage(dgtb.TextBox.Handle, 512, vbNull, vbNull)
SendMessage(dgtb.TextBox.Handle, 513, vbNull, vbNull)

At least this lets the user move through the cells using the arrow keys. Enter data right from the beginning isn't possible and another problem is, that I have to click twice on my toolbarbuttons.

Any idea?