We've built a custom dialog using the grid control or entering some data. And we have found that when trying to tab from the first field to the second, you have to tab twice in order to switch the focus.
If you look at this package, we feel the issue is here, but were hesitant to modify given how common the routine is:
1-VLookup at actionText()function line:889 (Request text Focus)
We'd really like to see this fixed.