Qual foi a mudança na função Format?
Queria um resultado assim:
###.###.###-##

e só conseui assim:

###########-##

    Private Sub TextBox1_KeyPress(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles TextBox1.KeyPress
        ' Máscara para CPF

        Dim KeyAscii As Byte = Convert.ToByte(e.KeyChar)

        If KeyAscii <> 8 Then
            If KeyAscii > 47 And KeyAscii < 58 Then
                e.Handled = False
                If Len(TextBox1.Text) = 3 Then
                    TextBox1.Text = TextBox1.Text & "."
                    TextBox1.SelectionStart = Len(TextBox1.Text)
                Else
                    If Len(TextBox1.Text) = 7 Then
                        TextBox1.Text = TextBox1.Text & "."
                        TextBox1.SelectionStart = Len(TextBox1.Text)
                    Else
                        If Len(TextBox1.Text) = 11 Then
                            TextBox1.Text = TextBox1.Text & "-"
                            TextBox1.SelectionStart = Len(TextBox1.Text)
                        End If
                    End If
                End If
            Else
                e.Handled = True
            End If
        End If
    End Sub