This is quite old but I got here because I wanted to do the same thing. The problem with some of the answers here is that they will always jump to the next control when pressing enter and I only want it to do that with text boxes. If they get to a button, I want them to be able to hit enter to "click" that button. So here is what I did.
Private Sub txtName_KeyPress(sender As Object, e As KeyPressEventArgs) Handles txtName.KeyPress, txtAttn.KeyPress, txtAdd1.KeyPress, txtAdd2.KeyPress, txtCity.KeyPress, txtState.KeyPress, txtZip.KeyPress
If Asc(e.KeyChar) = 13 Then
e.Handled = True
SendKeys.SendWait("{TAB}")
End If
End Sub
It is kind of a pain having to add all of the .keypress in the handles part of the sub but then you can control which items will cause it to move to the next control and which will not. Of course you also have to set the tab stops order at design time for this to work. But with this method, it can still trigger a button press once it tabs to a button and they hit enter again.
I would have just added this as a comment but I do not have enough points to add comments. :)