hitting alert buttons with keyboard

[Ben Gold]

In OS X (10.3), when an alert comes up ("save changes" for example), 
usually one button is solid blue and if I hit the return/enter key it 
will activate that button.

Now on OS 9 I could tab to the other buttons and hit them too.  On OS 
X, the tab key moves a blue highlight to the other buttons, but does 
not move the solid blue color, and enter does not hit the key that is 
highlighted, it still hits the solid blue key.

What does the highlight mean? it seems useless.  How can I tab to a 
button in an alert and hit return/enter to activate it?

-Ben Gold