You can capture the tab key press with a code snippet similar to what I give you below, but this solution will NOT work in IE.
The crappy thing is that you'll have to attach this handler to every control on your form that can receive focus.
I must strongly recommend that you do NOT do this. The tab-key functionality is what it is for a reason and is a default behavior that is very consistent across browsers. People expect the tab key to move them between elements in a web form, so why confuse them?
$('#textbox').live('keydown', function(e) {
var keyCode = e.keyCode || e.which;
if (keyCode == 9) {
e.preventDefault();
}
});