You're running Personas 3, right? Mohanraj Nanjappan's screenshot is from Personas 2.
Control of tab order was not originally available in Personas 3. It was planned for SP02, but I haven't applied the patch to my system yet so I can't tell if it is actually there. Perhaps somebody from SAP can confirm? Tamas Hoznek, do you know?
Assuming it is, you'll need to plan to apply SP02 and a kernel patch (SP02 requires at least kernel 7.42 pl300).
Steve.