You can handle the control's KeyPress event and indicate the key has been handled. Below is code that prevents a TextBox from getting an 'A' and the Enter key.

private void textBox1_KeyPress(object sender, System.Windows.Forms.KeyPressEventArgs e) 
{ 
if(e.KeyChar == (char)13 || e.KeyChar == 'A') 
e.Handled = true; 
}

Contributed from George Shepherd's Windows Forms FAQ