You can override the Form's ProcessTabKey method and check the active control, and explicitly set the focus where you want it.
protected override bool ProcessTabKey(bool forward)
{
if (this.ActiveControl.Equals(this.textBox1))
{
if(forward)
this.textBox3.Focus();
else
this.textBox4.Focus();
}
else if (this.ActiveControl.Equals(this.textBox2))
{
if(forward)
this.textBox4.Focus();
else
this.textBox3.Focus();
}
else if (this.ActiveControl.Equals(this.textBox3))
{
if(forward)
this.textBox2.Focus();
else
this.textBox1.Focus();
}
else if (this.ActiveControl.Equals(this.textBox4))
{
if(forward)
this.textBox1.Focus();
else
this.textBox2.Focus();
}
else
base.ProcessTabKey(forward);
return false;
}