Then another way is JavaScript
<asp:ScriptManager ID="ScriptManager1" runat="server">
</asp:ScriptManager>
<asp:UpdatePanel ID="UpdatePanel1" runat="server">
<ContentTemplate>
<asp:TextBox ID="TextBox1" runat="server" OnTextChanged="TextBox1_Changed" AutoPostBack = "true"></asp:TextBox>
<asp:TextBox ID="TextBox2" runat="server"></asp:TextBox>
</ContentTemplate>
</asp:UpdatePanel>
protected void TextBox1_Changed(object sender, EventArgs e)
{
ScriptManager.RegisterStartupScript(this, this.GetType(), "f", "document.getElementById('" + TextBox2.ClientID + "').focus();", true);
}