Lets Say that you have 4 textboxes, here is the code that will work...
Cheers :)
Private Sub TextBox2_TextChanged(sender As System.Object, e As System.EventArgs) Handles TextBox2.TextChanged, TextBox3.TextChanged, TextBox4.TextChanged, TextBox5.TextChanged
Dim txtbox As Control = DirectCast(sender, TextBox)
If txtbox.Text.Length = 4 Then
Me.GetNextControl(ActiveControl, True).Focus()
End If
End Sub