Please try this code:
$('#pg').propertygrid({
onBeginEdit: function(index,row){
var pg = $(this);
var ed = pg.propertygrid('getEditors', index)[0];
var t = $(ed.target);
var t = $(ed.target).hasClass('textbox-f') ? $(ed.target).textbox('textbox') : $(ed.target);
t.unbind('.propertygrid').bind('keydown.propertygrid', function(e){
if (e.keyCode == 9){
var tr = pg.propertygrid('options').finder.getTr(pg[0], index+1, 'body', 2);
tr.find('.datagrid-cell').trigger('click');
return false;
}
})
}
})