In a Windows Application, we use Tab key to move Focus from current control to next control, but in a Data Entry applications, usually Enter Key is used for this purpose.
There are different techniques to accomplish this. I think the following is the simplest one.
First set the Form's KeyPreview property to True. Then put the following code in the KeyPress Event Handler:
Private Sub Form1_KeyPress(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles Me.KeyPress
If e.KeyChar = Chr(Keys.Return) Then
Me.SelectNextControl(Me.ActiveControl, True, True, True, True)