It's not different I quess!
You need this:
1. Give the textField a name
3. onLoad="flash_movie.focus()" (body tag)
4. id=textFieldsname (embed tag)
I've tested with I.E.6 - OS WindowsXP. It's works fine. I've asked people to tested it on the other platforms and browsers. So, I'm verry optimistic about it.