User Contol losing focus

i was about to ask very similar question. I have a user drawn control on a form, and 2 scroll bars (vertical and horizontal). When i press any of the arrow keys, the scrollbars get focus and start scrolling and I do not get key up or key down events. When I override onkeydown on the form, i get the down event, and I can execute action on my custom control, but the scrollbars start flashing as if they received focus, but do not scroll. Is there something special that windows is doing with key up or key down events when arrow keys are presses?