I just ran into this as well. Its really easy with the jquery address plugin here http://www.asual.com/jquery/address/
The demo for tabs seemed a bit over complicated. I just did this:
$('document').ready(function() {
// For forward and back
$.address.change(function(event){
$("#tabs").tabs( "select" , window.location.hash )
})
// when the tab is selected update the url with the hash
$("#tabs").bind("tabsselect", function(event, ui) {
window.location.hash = ui.tab.hash;
})
});