>Yes you can set the tab order for labels even though a label won't get focus. People use this feature to allow ALT-keying to a field. They (I'm remembering here :-) setfocus to the label on an ALT-key combination, and the control that follows the label in the tab order actually gets the focus.

Actually, this happens automatically. When you press an accelerator key, the next control in the tab order that can receive focus does. So labels are important in the tab order if you use accelerators.