What works for me is to set the button property "TabStop" to false and you can also play with the TabIndex property of the controls on the form to technically set what will be focused when the form loads.
TabStop - sets if pressing TAB can set/give focus to the control and when pressing the TAB key it will increment through the controls on the form according to the -
TabIndex - which dictates which control will get focus next.
So if Button A has tabIndex 1 and Button B has tabIndex 2 and button C has tabIndex 3, but Button B has tabStop = false, then pressing TAB will go from button A to Button C, it will skip Button B.
-Keep in mind that not all controls seem to have a "TabStop" property, I have noticed that textbox, button and datagridview does have the property, but stuff like labels and groupbox and picturebox does not have TabStop, only TabIndex.