Please start off by properly configuring your pages to allow keyboard support - all elements that can take the focus should have the tabIndex property set accordingly (no duplicates and order as you desire it on t he page). This applies for the content page as well. I also strongly suggest that you use the latest version of the RadControls for ASP.NET AJAX (Q3 2011 currently) as there have been recently some fixes on this behavior.
I am also attaching here two pages that work correctly on my end (of course after a bit of fidgeting with the on screen keyboard in the beginning :) then I figured how it works and focused the browser) (http://screencast.com/t/iZbrYKELxhcF
) and show the basic logic of the configuration. Also keep in mind that you can still tab out of the iframe the RadWindow creates and focus the browser's buttons, address bar, etc. This is the browser behavior for keyboard support and we cannot disable this (nor should we, it would break accessibility support).
the Telerik team
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