I'll assume you're using Windows.
To my knowledge, that is not customizable from within Illustrator. Most applications let the OS handle things like this, so you'll have to use the Windows standard Ctrl+F6 to switch between open documents. (Microsoft Word and a bunch of apps work the same way. Also notice that Ctrl+F6 pretty much works in all applications while Ctrl+Tab works only in some.)
I know Ctrl+F6 is a cumbersome combo to hit with one hand (unless you have a keyboard with function keys on the left side), but that's the way it is. I believe Adobe has finally brought Illustrator into conformance with its other apps in the latest version so that Ctrl+Tab now toggles through open documents. Perhaps an AI 14 (CS4) Win user will confirm that.