Use a regex to filter out the other characters. Or use Char.IsDigit, IsXXX methods to filter out unwanted characters. Lots of ways to do this.
Update: If you must use KeyDown then it seems that you need to also handle KeyPressed and set obEventArgs.Handled = true to disallow the characters. See the example on the KeyDown MSDN Page
Update: Now that you specify it's WPF. The below code will allow only a-z and A-Z characters to be entered into the textbox. Extend as needed...
private void _txtPath_KeyDown(object sender, KeyEventArgs e)
{
if ((e.Key < Key.A) || (e.Key > Key.Z))
e.Handled = true;
}
This will break if you copy-paste stuff into the text-box. Validate the entire text once the user leaves the control or when he clicks OK/Submit as MusicGenesis says.