I think you should validate the text boxes onSubmit, not onBlur.If your want to focus a field then this is how you go about it.
function check(t) /* this is called onBlur */
alert("You can't leave the field empty");
/* t is the reference to the source element, so when calling the function
call it like this onBlur="check(this);"
Check out this thread http://www.go4expert.com/showthread.php?t=452