If you want a string comparison, compare strings. If you want any other form of comarison, compare other objects.
In your case, you want to compare numbers, specifically integers, so compare numbers not strings.
"1000" is less than "999" because '1' is before '9' in the character set.
Instead try:
If int.Parse(TextBox9.Text) > int.Parse(TextBox8.Text) Then
GoTo bob
Else : TextBox9.Text = TextBox8.Text
End If
Bob:
Then, you can do two other things:
1) Forget you ever heard about goto, and do not use it again until you have three years experience. Then you will stand a chance of knowing when it is a good idea to use it. You probably still won't come across any cases when you need to though. That is probably the worst example of how not-to-use-goto I have seen in ages. Replace your code:
If int.Parse(TextBox9.Text) <= int.Parse(TextBox8.Text) Then
TextBox9.Text = TextBox8.Text
End If
2) Stop using the default VS names and use sensible ones instead. You may remember today which text box has the maximum value, but will you remember next week? Call it tbMaxValue instead and you don't habve to remember...