Steps to do:
1) Add ContextMenuStrip (Name: ContextMenuStrip1)
2) Add to contextMenuStrip ToolStripTextBox (Name: ToolStripTextBox1)
3) Add below code:
private void toolStripTextBox1_KeyUp(object sender, KeyEventArgs e)
{
ToolStripTextBox tsb = (ToolStripTextBox)sender;
if(e.KeyCode == Keys.Enter )
MessageBox.Show(tsb.Text);
}