I think you might be able to handle this problem by calling gridDataBoundGrid1.Focus() in the nav control's click event. Here is some code. The only line required is the Focus call, the other just avoid a little jerky move.
private bool isFirstTime = true;
private void gridRecordNavigationControl1_Click(object sender, System.EventArgs e)
{
if(isFirstTime)
{
isFirstTime = false;
this.gridDataBoundGrid1.BeginUpdate();
this.gridDataBoundGrid1.Focus();
this.gridDataBoundGrid1.EndUpdate();
this.gridDataBoundGrid1.Refresh();
}
}