Override Field.isFocusable() to return true, and override the onFocus(), onUnfocus(), moveFocus() functions as necessary if you have any custom focus handling. Then make sure your custom paint code and/or drawFocus() to render the focus indicator in a way that makes sense for your field.
Did you read the "Creating Custom UI Components" section in RIM's BlackBerry APplication Developer Guide, Volume 1, around page 41? The Handling Focus Events section might point you in the right direction.
eeksock
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