'Assuming Sheet1 is the worksheet
Sheet1.TextBox1.Activate
'Assuming Userform1 is the userform
Userform1.TextBox1.SetFocus
If you mean Textbox as a control on worksheet then:
Code:'Assuming Sheet1 is the worksheet Sheet1.TextBox1.Activate
If you mean Textbox control on a userform then:
Code:'Assuming Userform1 is the userform Userform1.TextBox1.SetFocus
Note: I don't think that you would actually need to use this code in Change event as in your question but somewhere else since the active control will be already itself when Change event is occuring.
Hiport
You really need to tell us where this textbox is located.
Activesheet.TextBox1.Activate
for each obj in activesheet.OLEObjects :debug.Print obj.name:next