UltimateListCtrl select/focus

I am experiencing behaviour that I would like to change.
When I first load up ULC (report) with data I give it focus and select the first item in the list.
I would like the up/down keyboard keys to move through the list but instead they move the scroll bar.
If I click on an item in the list I get the behaviour I require. I was hoping that the combination of self.ultimateList.SetFocus() and self.ultimateList.Select(0) would be the same as a click, but no.

Any ideas please?