I have a webform that does database updates.

It consists of a datagrid at the top and text boxes below. Users click on the <asp:EditCommandColumn> which is the first column and code populates the textboxes below.

After clicking the EDIT link I want the form to scroll to the first textbox in the form and set focus to it. How can I do this?

You need to put javascript on the page that set's the focus. You can do this with Page.RegisterStartupScript(). Pass it a complete script tag with the necessary javascript code in it to set focus to the textbox.