>I am using a textbox for searching in the database, when that character(s) is(are) not found I want it to do some kind of set focus and to select all text as well. In order for the user to easily delete, or change the characters or text withouth having to point back to the text box and manually deleting or backspacing each character. And he can try searching again.

For keyboard access, set TextBox SelectOnEntry property to .t.
If you want the same effect for mouse click on the textbox

* TextBox GotFocus
IF THIS.SelectOnEntry 
  TextBox::GotFocus()
  NODEFAULT
ENDIF