Espero te sirva, esto lo saque de alguna parte de la web.
Código:
Private Sub TieneFoco(ByVal sender As Object, ByVal e As System.EventArgs)
Dim miTextBox As TextBox
miTextBox = CType(sender, TextBox)
miTextBox.BackColor = Color.Yellow
End Sub
Private Sub PierdeFoco(ByVal sender As Object, ByVal e As System.EventArgs)
Dim miTextBox As TextBox
miTextBox = CType(sender, TextBox)
miTextBox.BackColor = Color.White
End Sub
Sub Color_Textbox()
Dim ctrl As Control
For Each ctrl In Me.gbx_general.Controls
If (TypeOf (ctrl) Is TextBox) Then
Dim miTextBox As TextBox
miTextBox = CType(ctrl, TextBox)
AddHandler miTextBox.Enter, AddressOf TieneFoco
AddHandler miTextBox.Leave, AddressOf PierdeFoco
End If
Next
End Sub
solo llama al Color_textbox desde el evento load.
suerte