LinkLabel TabStop Question

I am using a LinkLabel on a Windows Application Form and wish to disable the TabStop function. I have tried the following but the application still gives focus to the control if the TabIndex for the control is next in order.

        '
        'lnkFirst
        '
        Me.lnkFirst.Location = New System.Drawing.Point(88, 8)
        Me.lnkFirst.Name = "lnkFirst"
        Me.lnkFirst.Size = New System.Drawing.Size(48, 16)
        Me.lnkFirst.TabIndex = 0
        Me.lnkFirst.TabStop = False
        Me.lnkFirst.Text = "First"
        Me.lnkFirst.TextAlign = System.Drawing.ContentAlignment.BottomLeft

I do not wish to use Me.lnkFirst.Enable = False for obvious reasons, I want the link to function. I just want to stop the Tab key from assigning focus to the LinkLabel control. By the way, this is just one of 20 LinkLabel controls on the form. This seems like it should be pretty simple but I am stumped.

Thank you in advance,
-greg