After some more testing i think i know where the problem(?) relies.
Basically what i want to do is use tabs for all my indentation in all situations for both XHTML and CSS.
After following the steps i enumerated in my previous post i end up with this:

See the three spaces i get in the beginning of the img tag line? Why isnĀ´t a tab used instead?
My options are set up like this:
IĀ´ve followed the steps i described with Use TAB key for indenting option turned on and off.
Both gave me the same result you see in the first image.
The problem relies (i think) in the order i input the code.See this part from my previous post:
The cursor will appear in the middle of the div tags. Press enter twice to get a blank line between the divs. Press the up cursor one time to position the cursor in the newly created blank line. Hit TAB to indent the next tag. You will see that the initial indent that already was there will be converted to spaces.
When you press Enter for the second time, it creates a new blank line with an ENTER HIDDEN CHARACTER and the cursor will be positioned in the begining of the closing div tag.Then i press the up cursor key to bring the cursor back to the newly created blank line and press TAB to indent the next Tag. ThatĀ´s here in this situation that the ENTER HIDDEN CHARACTER is "converted" to three spaces.
Resuming, it converts the "ENTER HIDDEN CHARACTER" to spaces instead of tabs.
Hope this makes sense!