All of the above answers are close, but unless you're handling the TextChanged event to ensure that only numeric values are entered as the user types, you could run into problems.
I would do this:
double x1;
double x2;
if (double.TryParse(textBox1.Text, out x1) && double.TryParse(textBox2.Text, out x2)
{
textBox3.Text = string.Format("{0}", x1 + x2);
}