Private Sub TextBox1_KeyPress(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles TextBox1.KeyPress
If e.KeyChar = Chr(13) Then
If TextBox1.Text.Length = 0 Then
MessageBox.Show("La información de este campo es obligatoria")
Else
'foco a otro control o habilita lo que sea
End If
End If
End Sub