With the Firebug console, running console.log(document.activeElement) displays the element that currently has focus. Using this, go to the Keyboard Navigation example page. Type this in  the command line in advance and every time you hit 'Run' you'll get the current element.

1. Select a row in the grid (You have to use the mouse, there is no way to get to it with the keyboard) and log the active element. Its ID will be the one for the row you clicked.
2. Use the up/down arrow keys to select another row. The selection highlight follows your keystrokes, but if you log the active element again, it still says focus is attached to the original row.
3. If you use [Tab] and then [Shift]+[Tab] focus will move to the page number selection field and then back to the grid (you can get back into the grid now, probably because there is a row already selected there). If you log the active element now, it will be for the currently selected row.

So there are two issues:

1. If no row in the grid is already selected, the keyboard cannot be used to select a row in the grid.
2. Document focus does not follow row selection.