I'm lucky in that I never have trouble focusing while riding :) But I do get a bit nervous at shows, and that's something I'm working on because I can see it affecting my horse's performance a bit. But once I'm out there, although I may be nervous, I try my best to relax, and if I do happen to notice people standing on the outside watching, I can still regain my focus very quickly. To help me relax, I take deep breaths, especially at transitions. Someone suggested this to me before me and my horse's 3rd show together last summer and it made a big difference! Just something that simple can really affect your performance.
So for me, focusing is not an issue, but I would like more tips as to staying calm and relaxed. :)