FragmentTransaction tx = fragmentManager.beginTransation();

tx.replace( R.id.fragment, new MyFragment() ).addToBackStack( "tag" ).commit();

​

/You need to add the following line for this solution to work; thanks skayred

fragment.getView().setFocusableInTouchMode(true);

fragment.getView().requestFocus();

fragment.getView().setOnKeyListener( new OnKeyListener()

{

    @Override

    public boolean onKey( View v, int keyCode, KeyEvent event )

    {

        if( keyCode == KeyEvent.KEYCODE_BACK )

        {

            return true;

        }

        return false;

    }

} );