what about Regular Expressions?
Try this code, it will check if the text in your textbox matches the pattern in the []-brackets (^ will check the first character, A-Z will only allow uppercase characters):
Private Sub TextBox1_TextChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles TextBox1.TextChanged
Dim textBox As TextBox
textBox = sender
If (textBox.Text.Length > 0 And textBox.Text.Length = 1) Then
If Not Regex.IsMatch(textBox.Text, "^[A-Z]") then
TextBox1.Text = String.Empty
End If
End If
End Sub
Remember to import the System.Text.RegularExpressions, otherwise the code won't work.
Greetings