It works for me, with both Firefox 3 and Internet Explorer 8, under XP pro.
Go to a Google results page and look at the top line (where it says 'Web', 'Images' 'Videos', 'News', etc. If you keep pressing Tab you should see an outline box moving from one word to the next. If you press Tab for long enough, the outline box will eventually move down the page to cover the number '2' at the foot of the page (together with the o from 'Google', above it). Pressing it again will take it to '3', '4', etc. To go the the link in the box, just hit 'Enter'.