It should work (it does on a Mac), though you should leave the script with Exit Script [ False ] to suppress the keystroke you left the field with – otherwise it is entered into the target field.
On the other hand, if you
• set the Field to “Go to next Object using" Enter and Return
• use OnObjectExit, and
• define the target field as first field in the Tab order
you'd only need a single step in your trigger script (or that part of it) – namely, New Record.
thanks your suggestion of ending the script with Exit Script [False] fixed the problem. Im now going to implement your other suggestions.