Don't the KeyCode property to detect modifier keys in combination with other keys.
vb.net Code:
  1. Private Sub TextBox1_KeyDown(sender As Object, e As KeyEventArgs) Handles TextBox1.KeyDown
  2.     Dim depressedKeys As New List(Of String)
  3.  
  4.     If e.Control Then
  5.         depressedKeys.Add("Ctrl")
  6.     End If
  7.  
  8.     If e.Shift Then
  9.         depressedKeys.Add("Shift")
  10.     End If
  11.  
  12.     If e.Alt Then
  13.         depressedKeys.Add("Alt")
  14.     End If
  15.  
  16.     If e.KeyCode >= Keys.A AndAlso e.KeyCode <= Keys.Z Then
  17.         depressedKeys.Add(e.KeyCode.ToString())
  18.     End If
  19.  
  20.     Me.TextBox1.Text = String.Join("+", depressedKeys)
  21. End Sub