Use a API do Windows SetParent, passando para ela o HWnd do Textbox e do Frame:
Public/Private Declare Function SetParent Lib "user32" Alias "SetParent" (ByVal hWndChild As Long, ByVal hWndNewParent As Long) As Long
Private Sub Captura(NovoControle as Object, ControlePai as Object)
Dim Resp as Long
REsp=SetParent(NovoControle.Hwnd, ControlePai.Hwnd)
End Sub
Para usar, basta chamar Captura(Campo.hwnd, Frame1.hwnd)