This assumes that all the textboxes follow each other in the tab order.

First of all, you need to handle the KeyPress event for the first textbox by double clicking the KeyPress event in the Properties Box to open up a skeleton eventhandler and adding the following code to it:

    Private Sub TextBox1_KeyPress(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles TextBox1.KeyPress

        If e.KeyChar = Chr(13) Then
            SendKeys.Send("{TAB}")
            e.Handled = True
        End If

    End Sub

Now handle the KeyPress events for all the other textboxes (except the last one) by locating their KeyPress events in the Properties Box and choosing the handler for the first textbox from the drop down box. This, of course, means that all the textboxes will share the same handler.

Notice that the TAB key should still work as well as the ENTER key which is good practice IMO as this is what most Windows users are used to.