How to enable tab key navigation in a Mac OS X dialog box

In Mac OS X Leopard, by default navigation between dialog box buttons with tab key is disabled. It is really hard to find configuration.

Here is the screen shot of what I am talking about. By default, blue circle surrounding the "Show Web Page" button is not visible and you can't move between buttons by pressing on "tab" button on the keyboard.



To enable this feature, all you need to do is set "Full keyboard access:" to "All controls" (on the bottom)