Please try to run the code below:
$('#pg').propertygrid({
	onBeginEdit:function(index,row){
		var pg = $(this);
		var ed = pg.propertygrid('getEditors',index)[0];
		var t = $(ed.target).hasClass('textbox-f') ? $(ed.target).textbox('textbox') : $(ed.target);
		t.select();
		t.bind('keydown',function(e){
			if (e.keyCode == 9){
				pg.propertygrid('endEdit', index);
				if (index < pg.propertygrid('getRows').length-1){
					pg.propertygrid('beginEdit', index+1);
					return false;
				}
			}
		})
	}
})