C#

public class TextBoxSound : System.Windows.Forms.TextBox
{
    private string _soundlocation = "";

    [DefaultValue("")]
    public string SoundLocation
    {
        get
        {
            return _soundlocation;
        }
        set
        {
            if(value!=_soundlocation)
            {
                _soundlocation = value;

                //Here you could fire an event which is handled from the Form.
                //If It is the actuall TextBox it could interrupt the Sound and start the new one.
            }
        }
    }

public Form1()
{
    InitializeComponent();

    foreach(Control c in this.Controls) //iterating threw all the Controls on the Form
    {
        TextBoxSound tbSound = c as TextBoxSound;  //casting the Control to TextBoxSound
        if(tbSound!=null)   //If ok
        {
            //Add GotFocus Event Handler
            tbSound.GotFocus+=new EventHandler(tbSound_GotFocus);
        }
    }

}

/// <summary>
/// Evnet Handler for all TextBoxSound instances on the Form
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void tbSound_GotFocus(object sender, EventArgs e)
{
    TextBoxSound tbSound = sender as TextBoxSound;  //casting the sender to TextBoxSound
    if(tbSound!=null)   //If ok, which should allways be the case
    {
        ActTextBoxSound = tbSound;
    }
}

private TextBoxSound _actTextBoxSound = null;
/// <summary>
/// TextBoxSound instance which is actually focused or was Focused Last
/// </summary>
public TextBoxSound ActTextBoxSound
{
    get
    {
        return _actTextBoxSound;
    }
    set
    {
        if(value!=_actTextBoxSound)
        {
            _actTextBoxSound = value;

            //Here you could place fancy code to interrupt the actual played sound or do something else.
        }
    }
}

/// <summary>
/// On button click
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void bPlaySound_Click(object sender, System.EventArgs e)
{
    //You only have to use the ActTextBoxSound property now.
    if(ActTextBoxSound!=null)
    {
        myPlayer.SoundLocation = ActTextBoxSound.SoundLocation;
        myPlayer.Play();
    }
    else
    {
        //Show MessageBox "No TextBox selected"
    }
}

public event EventHandler ExampleEvent;

        public void UnHook()
        {
            Collection<EventHandler> ExampleHandlers = new Collection<EventHandler>();

            foreach (Delegate d in this.ExampleEvent.GetInvocationList())
                ExampleHandlers.Add(d as EventHandler);

            foreach (EventHandler e in ExampleHandlers)
                this.ExampleEvent-= e;
        }