I found this after I saw your question, so thought I would share:
SplitContainer FAQ
The second link on there tells exactly what you need to do.
Here is the text from that just in case the link ever dies.
1. Use the custom control defined in the SplitContainerNoFocus sample
2. Insert the following code in your project, and attach these events to all of the SplitContainers that you don't want stealing focus.
// Temp variable to store a previously focused control
private Control focused = null;
private void splitContainer_MouseDown(object sender, MouseEventArgs e)
{
// Get the focused control before the splitter is focused
focused = getFocused(this.Controls);
}
private Control getFocused(Control.ControlCollection controls)
{
foreach (Control c in controls)
{
if (c.Focused)
{
// Return the focused control
return c;
}
else if (c.ContainsFocus)
{
// If the focus is contained inside a control's children
// return the child
return getFocused(c.Controls);
}
}
// No control on the form has focus
return null;
}
private void splitContainer_MouseUp(object sender, MouseEventArgs e)
{
// If a previous control had focus
if (focused != null)
{
// Return focus and clear the temp variable for
// garbage collection
focused.Focus();
focused = null;
}
}