You could try the named range approach.

Select your *second* cell for data entry and then hold down <Ctrl> and
continue to select all the rest of the desired cells in order, ending with
selecting your *first* cell *last*.
While the cells are still selected, click in the name box and give this
range a short name such as "Entry1".

Now, when you're ready for data entry, simply click on the range name in the
name box.  The focus for the range is the first cell  for data input so all
you have to now do, is type your data and hit enter and the focus then moves
to each successive cell in your range.  Just click away to break out of the
loop.

You can of course enter numerous "data entry ranges" with slightly different
names.
These named ranges are WB specific however, so for example, if you wish to
use the same name for the first entry on other sheets of the same WB, you
will have to prefix the range name with the WS name followed with an
exclamation point.

For example:
Sheet1!Entry1
Sheet1!Entry2

Sheet2!Entry1
Sheet2!Entry2 ... etc.

I am using excel 2002 and my boss 2003.  I want to tab to specific cells in
my work sheet. Can anyone help me get started?

Thank you so much for your help.  It is easy and works!!

All the best to you!