Use ENTER key like as TAB key

the KeyPreview property of your form to True and use WM_NEXTDLGCTL message.

procedure TForm1.FormKeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  if Key=VK_RETURN then
    Form1.Perform(WM_NEXTDLGCTL, 0, 0);
end;