You are not clear about your specific VS version, but as far as I remember (back to VC6) you automatically assign the tab order if you simply click once on each control in your desired order. There is usually no need to reset them beforehand.
This hint from a VC6 tutorial might be helpful:
To adjust the tab order of your
controls, you can choose the Tab Order
command from the Layout menu and click
the controls in the order that you
want them to be tabbed. If you have a
complicated dialog box and only want
to change the tab order of a few
controls, you can take a little
shortcut by holding the Ctrl key down
and selecting the last control that
tabs properly before selecting the
controls that tab incorrectly.
Clicking an empty spot in the dialog
box, or pressing Enter, will exit the
tab order mode.
To prevent a control from being
reached using the Tab key, clear the
Tab stop checkbox on the control's
property page.
If you want to change the tab behaviour programmatically, look for the WS_TABSTOP windows style.