Here is sample code to achieve this feature.
var pg = $('#pg');
pg.propertygrid({
onBeginEdit: function(index){
var ed = $(this).propertygrid('getEditors',index)[0];
var t = $(ed.target);
if (t.hasClass('textbox-f')){
t = t.textbox('textbox');
}
t.bind('keydown', {index:index}, function(e){
if (e.keyCode == 9){
e.stopPropagation();
var rowCount = pg.propertygrid('getRows').length;
var index = e.data.index;
pg.propertygrid('endEdit', index);
index = e.shiftKey ? index-1 : index+1;
if (index < 0){
index = rowCount - 1;
}
if (index >= rowCount){
index = 0;
}
pg.propertygrid('selectRow', index)
pg.propertygrid('beginEdit', index)
}
})
}
})