Validating or Validated event will do the trick for you.
Use Validating event if you wish to manipulate input; Validating can be canceled.
Validated event is enough if you do not need validation and in IMHO it better suits your question.
myTextBox.Validating += new CancelEventHandler(myTextBox_Validating);
void myTextBox_Validating(object sender, CancelEventArgs e)
//You can cancel event and return to editing.
myTextBox.Validated += new EventHandler(myTextBox_Validated);
void myTextBox_Validated(object sender, EventArgs e)
//Fire away! You're done with editing text box! :)