[jhonny]

Prueba este Trucomania:

begin 
  if Key = #13 then                                                 
    if not (ActiveControl is TDBGrid) then begin       
      Key := #0;                                                        
      Perform(WM_NEXTDLGCTL, 0, 0);                 
    end 
    else if (ActiveControl is TDBGrid) then                
       with TDBGrid(ActiveControl) do 
        if selectedindex < (fieldcount -1) then             
          selectedindex := selectedindex +1
        else 
          selectedindex := 0;
end;

recuerda poner la propiedad KeyPreview de la form a true.