Defaulting the cursor in pop-up search boxes

I've noticed that when we have pop-up windows with a search box we do not default the cursor to that box. This causes an extra click every time I open one of the boxes. If I click a field that will have a pick list and search box, I would like to immediately begin typing to search for my item. Once I have typed it and the name is the same, I should be able to hit enter and select it.