Bill, I concur with Michel's statement that only one button at a time can have the focus in Windows. The blue outline is the focus ring, so unless the UI is specifically tweaked, only one button can have the blue ring at a time. Here is a link that shows how to specifically draw a focus ring (potentially on a control that does not have the focus). Perhaps you did something similar in other applications? Whether this is a good idea is subject to discussion, best to be had over a good beer.
That said, we all have our style. I have mine, Michel has his and you have your's. I would recommend (as a general rule for everyone, not just for you specifically) staying away from arguing over the !@#$% of angels, who is more right than the other, whether the grass is really greener here or there.) Regardless of style: mild, harsh, sarcastic - some find it funny, etc., answers are provided to help. Sometimes, we hit the bullseye and sometimes we are way off mark. Just take answers as attempts to help. Distill the factual information from the style.