Solution: Attach your event handlers to the iframe, not the editwin property of the javascript object CE creates.
I'm having an issue with the editor window's onfocus event in IE. The first time I click in the editor window the onfocus event doesn't occur, any subsequent clicks inside the window do raise the onfocus event.
I'm not sure what version we're using, the filename of the zip is kind of confusing (CE_ASP_502_ASP_6__2006, is that 5.02? 6?), but the include_CuteEditor.asp file does indicate it's version 5.0.
Has anyone dealt with this before?