When you double-click an item in the ListBox the TextBox will lose focus, so you are going to have to use a class-level variable to remember which TextBox was the last one to have focus.
VB Code:
Private lastFocusedTextBox As TextBox
Private Sub RememberSelectedTextBox(ByVal sender As Object, ByVal e As System.EventArgs) Handles TextBox1.Enter, _
TextBox2.Enter, _
TextBox3.Enter, _
TextBox4.Enter, _
TextBox5.Enter, _
TextBox6.Enter, _
TextBox7.Enter, _
TextBox8.Enter, _
TextBox9.Enter, _
TextBox10.Enter
Me.lastFocusedTextBox = DirectCast(sender, TextBox)
End Sub
Private Sub ListBox1_DoubleClick(ByVal sender As Object, ByVal e As System.EventArgs) Handles ListBox1.DoubleClick
Me.lastFocusedTextBox.Text = Me.ListBox1.GetItemText(Me.ListBox1.SelectedItem)
End Sub