The default behavior for the selection of the text in a TextBox is for the previously selected text to be given focus on anything but a mouse click and for the cursor to begin where the click occurred in text.
Are you sure that you are not setting the SelectionStart or SelectionLength properties of the TextBox at the same time you are focusing to it?
Private
Sub txtCoAddr1_GotFocus(ByVal sender As Object, ByVal e As System.EventArgs) Handles txtCoAddr1.GotFocustxtCoAddr1.SelectAll()
End Sub
My code is this. Thats all it does. Any suggestions as to why it doesn't work?