(1) Here on Win7+Word2010, if I switch to Hebrew language+Hebrew keyboard (in Windows, not just selecting Hebrew as the proofing language in Word), and start typing with the aleph and end with the "hmlkwt", typing spaces in between, I get your first picture but with spaces instead of tabs.
(2) However, I believe what happens when you use tabs is that Word (for example) assumes that what you are trying to do is lay out table columns across the page in the direction of the paragraph. So if you type in the sequence I describe in an LTR paragraph, the first "word" starts with aleph and will be on the left of the page. Then there is a tab to the next column to the right. THen you get the ywhnn, and so on. So, yes, that reverses the word order across the page.
(3) But if you set the paragraph direction to RTL, the direction of the tab marks should change to be RTL, and the word that starts with aleph should remain on the right, i.e. the words should be in the same sequence as they are in my (1).
That could all change if you do not enter the text with the Hebrew language and keyboard selected (in Windows), because in that case you are probably entering the letters "backwards" and none of what I have said will make any sense.