Welcome to the forums.
That thing is called the caret. You'll need the window handle of the textbox then use the following API to hide it.
Code:
Private Declare Function HideCaret Lib "user32.dll" (ByVal hWnd As Long) As Long
Edited: If this textbox is in your form, suggest this (change Text1 to your textbox name)
Code:
Private Sub Text1_GotFocus()
HideCaret Text1.hWnd
End Sub
You could disable the textbox instead; user won't be able to modify the contents. Locking the textbox still shows caret though one cannot change contents either. There may be other workarounds; but maybe describe why you don't want the user to see the caret when the textbox has focus?