FWIW, in the past I've used various techniques to show focus on a checkbox including, but not limited to:
* Bolding the text during focus
* Underlining the text during focus
* Changing the text color during focus
* Italicizing the text during focus
* Combinations of multiple choices above
* Placing themed labels on top of the checkbox that passed the click to the checkbox

You can get a really nice look and feel doing some of those.

HTH,
Chad

>>How does the user then know where the focus is? Don't you think that the user expects to check/uncheck the checkbox with the SPACE key when the focus is on a checkbox?
>
>Well, we can't have it all, so I have to make a sacrifice.