You have to set the Selection of the Textbox to the length of the Textbox's value minus 1.

e.g.

Code:
TextBox1.Text = Globalization.CultureInfo.CurrentCulture.TextInfo.ToTitleCase(TextBox1.Text)
TextBox1.SelectionStart = TextBox1.Length - 1
What is happening is that when the Textbox's value is changed the Selection of the Textbox is being reset to 0.