Una manera simple que se me ocurre (si hay pocos campos) es:
Private Sub Form_Load()
Text1.MaxLength = 5
Text2.MaxLength = 5
Text3.MaxLength = 5
Text4.MaxLength = 5
Text5.MaxLength = 5
End Sub
Private Sub Text1_Change()
If Len(Text1) = 5 Then Text2.SetFocus
End Sub
Private Sub Text2_Change()
If Len(Text2) = 5 Then Text3.SetFocus
End Sub
Private Sub Text3_Change()
If Len(Text3) = 5 Then Text4.SetFocus
End Sub
Private Sub Text4_Change()
If Len(Text4) = 5 Then Text5.SetFocus
End Sub
Si tienes muchos campos crea una matriz de controles.
Private Sub Form_Load()
Txt(1).MaxLength = 5
Txt(2).MaxLength = 5
Txt(3).MaxLength = 5
Txt(4).MaxLength = 5
Txt(5).MaxLength = 5
End Sub
Private Sub Txt_Change(Index As Integer)
If Len(Txt(5).Text) = 5 Then
'Opción de salida cuando llegue al ultimo textbox
Else
If Len(Txt(Index)) = 5 Then Txt(Index + 1).SetFocus
End If
End Sub
OJO las matrices de controles empiezan en cero pero yo no lo uso.