Speed up processing between VBA and IE
Just reviewing what you've got here...

Indentation

The code would read much better with proper indentation:

Function FillInternetForm()
    Dim HWNDSrc As Long
    Dim ie As Object

    Set ie = CreateObject("InternetExplorer.Application")
    HWNDSrc = ie.HWND

    ie.Navigate "http://helppointinfo.farmersinsurance.com/OCR/Labor_Rates/laborrates.asp"
    ie.Visible = True
    While ie.Busy
        DoEvents  'wait until IE is done loading page.
    Wend
    ie.Document.getElementById("DirectZip").Value = Sheets("NAT").Range("C2").Value

    SetForegroundWindow HWNDSrc

    Application.SendKeys "{TAB 11}", True
    DoEvents
    Application.SendKeys "{NUMLOCK}", True

End Function

Public Sub RunRates()
    Call FillInternetForm
End Sub


Call Instruction

As answered in this StackOverflow question, the Call instrucation is a relic from ancient versions of VB, it's not needed and, IMO, only adds clutter.

Public Sub RunRates()
    FillInternetForm
End Sub


Coupling

The FillInternetForm function is needlessly coupled with the Excel object model - Sheets("NAT").Range("C2").Value should be passed as a String parameter to the function:

Function FillInternetForm(ByVal DirectZipValue As String)
    '...
    ie.Document.getElementById("DirectZip").Value = DirectZipValue
    '...
End Function

Public Sub RunRates()
    FillInternetForm Sheets("NAT").Range("C2").Value
End Sub


Function?

VB functions are procedures with a return value. If it's not specified, then it's returning a Variant - here FillInternetForm is never assigned a return value, and whatever it would be returning wouldn't be used. In other words, you have a procedure (Sub), not a function. The signature should be modified like this:

Public Sub FillInternetForm(ByVal DirectZipValue As String)


I like things explicit - if a member is going to be Private, it needs a Private access modifier; if it's going to be Public, I don't like relying on VB's "defaults", mostly because I code in different languages where these defaults differ (C#). Having explicit access modifiers eliminate the possible confusion, but that might be only me.

Lastly, I don't understand why FillInternetForm would have to press NUM LOCK, this looks misplaced, and has a side-effect that could be surprising to whoever is running that code.