You can't do that using selenium, but you can using java robot. Here is the code which will check the checkbox on the dialog on FireFox 28:
WebDriver driver = new FirefoxDriver();
driver.get("http://sislands.com/coin70/week1/dialogbox.htm");
driver.findElement(By.xpath("//input[@value='confirm']")).click();
Alert alertDialog = driver.switchTo().alert();
alertDialog.dismiss();
Robot robot = new Robot();
robot.delay(5000);
for (int i = 0; i <= 6; i++) {
robot.keyPress(KeyEvent.VK_TAB);
}
robot.keyPress(KeyEvent.VK_SPACE);
This is not good approach to do like this, but it works. Checked it by myself. Also checked the same approach on chrome, it won't work with chrome.