I have searched the internet for how to do this. There are are two ways.
1. Secret-shortcuts, they are:
- Don't save: Command-D
- Cancel: Command-. or Esc
- Save: Return (assuming it's the default)
- Goto System Preferences
- Select "Keyboard and Mouse"
- Select the tab "Keyboard Shortcuts"
- Towards the bottom of this window, there is the option for "Full Keyboard Access" -- set this to "All Controls"