It seems there's been a little misunderstanding, and it's my fault. I didn't describe my problem as well as I should have...
I didn't ask to be able to move through the columns using the keyboard (although it came in very handy, and I thank you for that). But, my problem is something else. Since I don't actually know how to describe it clear enough in a few words I've attached this word document with screenshots so you can see where the troubles lie. You know what they say : "Picture is worth a thousand words" :)
DropDownTroubles.zip