Hi Matt,
You cannot really do it using our automatic wiring up of tabs since we are just using a class name and wiring it up with defaults.
You have to keep in mind the stateless request/response nature of web programming and the fact that the jquery tabs is just a container for grouping things that already exist on the page. While it gives the experience of navigating by clicking tabs, those clicks are not the same as navigating to a new page which produces a new request, inside the tabs everything is already rendered on the first request.
It is possible but still difficult to do if you wire up the jqueryui tabs yourself using a control id you can get more control of the tab settings, but since you generally want to get out of postback after processing it, it would probably require a redirect with a query string param to keep the tab state from request to request, or a session variable or a cookie or something could be used but each of these has its pros/cons. You can use techniques like that if you need to but the less state you need to track across requests the better. It is a matter of how much complexity are you willing to introduce to save the user a click or two. With nested tabs it gets even more complicated.
Best,
Joe