Hi,
You normally do not have to do anything to get this to work. What you are describing is the default behavior.
You cannot catch the Tab key on (almost) any control, because the DotNet Form class catches it and automatically handles tabbing behavior to tab to the next control.
So unless you are developing in some other environment other than a DotNet Windows Forms application, you should not have to do anything to get tabbing to work unless your code or something else in your application is interfering with it.