Add a handler for your TextBox's KeyDown event. (This assumes you set the AcceptsReturn property to False). Then in your KeyDown eventhandler, have code such as:
[C#]
if (e.KeyCode = Keys.Enter)
SendKeys.Send("{TAB}");
[Visual Basic]
If e.KeyCode = Keys.Enter Then
SendKeys.Send("{TAB}")
EndIf
Contributed from George Shepherd's Windows Forms FAQ