On the Mac when you get a dialog box the tab key does not move you between the buttons as it does in most other operating systems. But if you want to be able to tab between the dialog box buttons, you can configure the keyboard to work this way. Go to System Preferences and then the Keyboard & Mouse. Select the Keyboard Shortcuts tab. At the bottom of the panel there is an option called Full Keyboard Access. Select the radio button next to All Controls and this will enable the usage of the tab key in dialog boxes.

This also updates forms on web pages so that when you tab between controls, selectboxes are included in the tabbed elements.