The direction to move is probably not selected:
Excel 2003 & earlier:
Tools -- Options -- [Edit] tab, Check the box next to "Move selection
after Enter" and pick a direction (Down, Right, Left, Up -- your preference).

2007:
Office Button -- [Excel Options] button --Advanced group and check "After
pressing Enter, move selection" and choose the direction.

2010:
File -- Options -- Advanced and check "After pressing Enter, move
selection" and choose the direction.


"Jeanette Caldwell" wrote:

After entering data into the active cell, pressing the tab key moves the
selection to the right, but pressing the enter key does not move the
selection at all. It stays at the cell where the data was just entered. Why?