I had the exact same situation. I have a small page that loads with a datagrid on it, which I wanted to always default to the first textbox in the footer for data entry. While I haven't gotten the ENTER key to function to process the entry command from anywhere on the page, I do have code that should help you.
I posted it on the http://www.asp.net forums..here is the link
http://www.asp.net/Forums/ShowPost.aspx?tabindex=1&PostID=206488
Hope this helps.
-Kirk