Preventing a user from selecting a tab makes for a very unintuitive user interface. Consider creating a "wizard", a UI gadget that takes the user from one page to the next with a Next button. And a Back button, optional. You can make it clear that a step is completed by setting the Next button's Enabled property.
Creating such a wizard can be done with a TabControl. Add a new class to your project and paste the code shown below. Compile. Drop the new control from the top of the toolbox onto your form. At design time it looks like a normal TC, allowing you to add the controls needed for each wizard step. At runtime the tabs are hidden. Implementing the Next and Back buttons is simple, just change the SelectedIndex property.
using System;
using System.Windows.Forms;
class WizardPages : TabControl {
protected override void WndProc(ref Message m) {
// Hide tabs by trapping the TCM_ADJUSTRECT message
if (m.Msg == 0x1328 && !DesignMode) m.Result = (IntPtr)1;
else base.WndProc(ref m);
}
}