[1] I have to say it is not easy. Not because it is difficult, but because there involves many inter-related constructions to make it work. What you show is so much off the essential that I'm not sure you would draw useful elements from what I would outline. The outline too won't tell you some critical design like "which page submit to which page where validation takes place". It seems to suggest the page would submit to itself from what you show. By itself, it is fine. But you have not made clear you have the idea at all what to do when the validation succeeds.
[2] Form element does not support onload handling. You cannot set out an onload handling on it.
[3] One idea is to set up a session variable, called say element_focus. It starts out empty. It is then fed with the first encountered invalidated request.form variable. Once it is filled, further invalidated element won't change it.
[tt]
<%
session("element_focus")=""
'call validation routines...
'...
%>
<html>
<head>
<script language="javascript">
//now script an onload handling
<% if session("element_focus")<>"" then%>
window.onload=function() {
document.newRequestForm.elements["<% =session("element_focus")%>"].focus();
}
<%end if%>
// etc etc...
</script>
</head>
<body>
<!-- etc etc... -->
</body>
</html>
[/tt]
But I think there are hugh gaps to fill in if you are not yet ready to do. And there are so much alternative approaches as well... I would suggest you ask further in the dedicated asp forum.