After trying for a long time to figue this out, since no one provided any useful help, I figured out that you have to turn off the Tab Stop check box in the control properties in ArcPad Studio. I guess that when the control is the first item on the tab list, and the cursor is already in the control, it somehow bypasses both the sip = true in the on got focus event as well as the default sip check box in the cotrol properties.