Get Focus When Typing in C#

I want to activate a search textbox when the user starts to type something (even if the textbox isnt focused right then). I have come as far as setting KeyPreview on the form to true. Then in the KeyDown event handler, I have this:

if(!searchTextBox.Focused)
{
searchTextBox.Focus();
}

This almost works. The textbox is focused, but the first typed letter is lost. I guess this is because the textbox never really gets the event, since it wasn't focused when it happend. So, do anyone have a clever solution to how I could make this work like it should?