I have faced similar issue in my application where the focus still remained on the previously clicked link ,If you are facing the issue in one of your code,you can fix it by using the below code
$(document).ready(function () {
$("[id$=idofthecontrol]").mousedown(function () { $(tip.tooltip).remove(); return false; });
});
If you are talking about some strange IE bug ,then better raise it with MS.