I don't use mfc but here goes...
You should have an OnInitDialog function (WM_INITDIALOG handler). In this function you can use the SetFocus method of the CEdit wnd to 'claim' the focus or you can use the API function ::SetFocus(hEdit) where hEdit is the handle of your edit control (m_hWnd member variable).
Whichever approach you take return FALSE (0) from the OnInitDialog function (WM_INITDIALOG handler) or the system will set the default focus itself.
Hope that helps.