Switching Between Options with Keyboard Arrows

[mxaaron]

I was wondering if there is a way to choose options using keyboard arrows. For example, when Finder asks me whether I want to open a downloaded file from the internet, and I want to say "No", I want to be able to press left and press enter and that'll be it. Instead, I have to use my mouse to click on No.

Is there a way to do this? I went to System Prefs, Keyboards, and clicked on All Controls, but that wasn't the solution.

 

[ergdegdeg]

If you read the text above "All Controls" you see that you can tab between the options. Pressig the space bar presses the circled button.

 

[mxaaron]

I did read the text, but I remember being able to use my arrow keys to switch between options in leopard. Maybe it's not possible anymore with the keys in snow leopard?