Puoi fare cosi (non testato)

codice:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">

<html>
<head>
<title>Untitled</title>
<script language="JavaScript" type="text/javascript">
<!--
function next(anInputText) {
 if (anInputText.value.length == anInputText.maxLength) {
  oCol = document.getElementsByTagName('INPUT');
	a    = oCol.length;
	for (i=0;i<a;i++) {
	 current = oCol[i];
	 if (current.type == 'text' && current.tabIndex == anInputText.tabIndex + 1) {
	  current.focus();
		return;
	 }
	}
 }
}
//-->
</script>

</head>
<body>
<input type="text" maxlength="5" tabindex="1" onkeypress="next(this)">

<input type="text" maxlength="5" tabindex="2" onkeypress="next(this)">

<input type="text" maxlength="5" tabindex="3" onkeypress="next(this)">

<input type="text" maxlength="5" tabindex="4" onkeypress="next(this)">

<input type="text" maxlength="5" tabindex="5" onkeypress="next(this)">


</body>
</html>