You can set focus within the flash player to components
within the flash player.
You can set focus within the browser window to the Flash
player (if you need to).
Easy? That depends on how you want your app to behave and how
you implement that behaviour. A "suck it and see" approach might be
best to ascertain that one - learn by doing and similar
clichés have merit here.
If you have a more specific question about implementation
detail, post back and the board should fix you up with an