Delphi 2.0 DBCtrlGrid/tab from last field problem

I have a DBCtrlGrid with about 10 data-aware controls on it.    
Each time I tab from the last field on the last record in
my database, it returns to the first field of the same panel.
If I tab through the controls again, however, the last tab
sends me to a new record.

Am I doing something wrong, here?  I would expect that it
should start a new record the FIRST time I leave the last
field of the last record.

Any help would be appreciated.  Thanks.

Harry Shoemaker