I'm not sure what is going on, but its something :)

tab x 5, enter x 10

#!/usr/bin/perl --

use Tk;
use strict;
use warnings;

#changes focus on Return(Enter) key but not Tab

my $win = MainWindow->new();

 my $foo = $win->Entry(qw' -text $foo ')->pack;
 my $bar = $win->Entry(qw' -text $bar ')->pack;
 my $baz = $win->Entry(qw' -text $baz ')->pack;
 my $boo = $win->Entry(qw' -text $boo ')->pack;
 my $baa = $win->Entry(qw' -text $baa ')->pack;

&defineOrder($foo,$baa,$bar,$boo,$baz);
DumpBindtags($win, $foo,$baa,$bar,$boo,$baz);

print "
$win = \$win
 $foo = \$foo
 $bar = \$bar
 $baz = \$baz
 $boo = \$boo
 $baa = \$baa
";

sub DumpBindtags {
    for my $o ( @_ ) {
        print "$o bindtags ( ", join ' , ' , $o->bindtags, " )\n";
    }
}

sub defineOrder
{
    my $widget;
    for (my $i=0; defined( $_[$i+1] ); $i++)
    {
      $_[$i]->bind('<Key-Return>', [\&focus, $_[$i+1]]);
      
      
      # won't work with Tab
      $_[$i]->bind('all', '<Tab>', [\&focus, $_[$i+1]]);

#~       $_[$i]->bind(  '<Tab>', [\&focus, $_[$i+1]]); ## in order tra
+versal
    }

    # Uncomment this line if you want to wrap around
    $_[$#_]->bind('<Key-Return>',  [\&focus, $_[0]]);

    $_[0]->focus;
}

sub focus
{   warn "focus @_\n";
    my ($tk, $self) = @_;
    $self->focus;
    Tk::break();
}

MainLoop();

__END__
[download]

MainWindow=HASH(0xe911ac) bindtags ( MainWindow , . , all ,  )
Tk::Entry=HASH(0xed9414) bindtags ( Tk::Entry , .entry , . , all ,  )
Tk::Entry=HASH(0xed96b4) bindtags ( Tk::Entry , .entry4 , . , all ,  )
Tk::Entry=HASH(0xed95f4) bindtags ( Tk::Entry , .entry1 , . , all ,  )
Tk::Entry=HASH(0xed9664) bindtags ( Tk::Entry , .entry3 , . , all ,  )
Tk::Entry=HASH(0xed9644) bindtags ( Tk::Entry , .entry2 , . , all ,  )

MainWindow=HASH(0xe911ac) = $win
 Tk::Entry=HASH(0xed9414) = $foo
 Tk::Entry=HASH(0xed95f4) = $bar
 Tk::Entry=HASH(0xed9644) = $baz
 Tk::Entry=HASH(0xed9664) = $boo
 Tk::Entry=HASH(0xed96b4) = $baa
focus Tk::Entry=HASH(0xed9414) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9414)
focus Tk::Entry=HASH(0xed9414) Tk::Entry=HASH(0xed96b4)
focus Tk::Entry=HASH(0xed96b4) Tk::Entry=HASH(0xed95f4)
focus Tk::Entry=HASH(0xed95f4) Tk::Entry=HASH(0xed9664)
focus Tk::Entry=HASH(0xed9664) Tk::Entry=HASH(0xed9644)
focus Tk::Entry=HASH(0xed9644) Tk::Entry=HASH(0xed9414)
focus Tk::Entry=HASH(0xed9414) Tk::Entry=HASH(0xed96b4)
focus Tk::Entry=HASH(0xed96b4) Tk::Entry=HASH(0xed95f4)
focus Tk::Entry=HASH(0xed95f4) Tk::Entry=HASH(0xed9664)
focus Tk::Entry=HASH(0xed9664) Tk::Entry=HASH(0xed9644)

This works

sub defineOrder
{
    my $widget;
    for (my $i=0; defined( $_[$i+1] ); $i++)
    {
      $_[$i]->bind( '<Key-Return>', [\&focus, $_[$i+1]]);
      $_[$i]->bind( '<Tab>', [\&focus, $_[$i+1]]);
    }

    # Uncomment this line if you want to wrap around
    $_[ $#_ ]->bind('<Key-Return>',  [\&focus, $_[0]]);
    $_[ $#_ ]->bind('<Tab>',  [\&focus, $_[0]]);

    $_[0]->focus;
}
[download]

Using defineOrder($win, $foo,$baa,$bar,$boo,$baz); eliminates the need for the wraparound portion