I have already answered your support ticket with the same question and I am pasting my response here in case anyone else has a similar query.
TabIndex attributes are not implemented in the spell control and you can follow this enhancement request here: http://feedback.telerik.com/Project/108/Feedback/Details/126937-add-tabindex-attributes-to-the-radspell-dialog-elements. The attached sample shows how you can set your own and how you can set default focus in the dialog.
You may also find interesting this request: http://feedback.telerik.com/Project/108/Feedback/Details/126935-improve-radspells-dialog-should-focus-the-ignore-button-by-default. You can cast your vote and/or leave a comment on each idea so we can have your feedback one our developers get to evaluating and implementing these features.