Hi Emma. I opened a blank form and placed a radio button on it, then used Edit>>Copy Multiple to create 3 more radio buttons (and by default create a 4 button group). When I tab into the group, the up/down arrows work as designed, tabbing in order from left to right. Without being able to look at your form, the only suggestion I can offer would be to delete the group you have now and recreate them. Are all the buttons you're trying to navigate through within the same group? To navigate between button groups the user will need to use the tab key.
If you could post the form somewhere, I'd be happy to take a look at it.
Regards,
Dave