You can handle the textbox's KeyPress event and if the char passed in is not acceptable, mark the events argument as showing the character has been handled. Below is a derived TextBox that only accepts digits (and control characters such as backspace). Even though the snippet uses a derived textbox, it is not necessary as you can just add the handler to its parent form.

[C#]

public class NumbersOnlyTextBox : TextBox
{
  public NumbersOnlyTextBox()
  {
    KeyPress += new KeyPressEventHandler( HandleKeyPress );
  }

  private void HandleKeyPress( object sender, KeyPressEventArgs e )
  {
    if ( !( char.IsDigit( e.KeyChar ) || char.IsControl( e.KeyChar ) ) )
      e.Handled = true;
  }
}

[Visual Basic]

Public Class NumbersOnlyTextBox
  Inherits TextBox
  Public Sub New()
    AddHandler Me.KeyPress, AddressOf HandleKeyPress
  End Sub

  Private Sub HandleKeyPress(ByVal sender As Object, _
      ByVal e As KeyPressEventArgs)
    If Not (Char.IsDigit(e.KeyChar) Or Char.IsControl(e.KeyChar)) Then
      e.Handled = True
    End If
  End Sub
End Class

Contributed from George Shepherd's Windows Forms FAQ