Three events are triggered when a key is pressed and 
released: 
keydown 
keypress 
keyup 
The keydown event occurs when the key is pressed, followed 
immediately by the keypress event. Then the keyup event is 
generated when the key is released. 
In order to understand the difference between keydown and 
keypress, it is useful to understand the difference between 
a "character" and a "key". A "key" is a physical button on 
the computer's keyboard while a "character" is a symbol 
typed by pressing a button.  In theory, the keydown and 
keyup events represent keys being pressed or released, 
while the keypress event represents a character being typed.

if u r using web application then take one textbox and use comparevalidator

set properties of comparevalidator .

<asp:CompareValidator ID="CompareValidator1" runat="server" ControlToValidate="TextBox1"

Display="Dynamic" ErrorMessage="Integer required."
Operator="DataTypeCheck" SetFocusOnError="True"

Type="Integer"></asp:CompareValidator>

@kinjal what is the use of using compare validator here??
and with what yopu are comparing the value?? your answer is
absolutely wrong.

If we want to allow only integers into a textbox then use
"^\d{0,9}" expression.

ex: <asp:TextBox ID="TextBox1" runat="server"></asp:TextBox>
        <asp:RegularExpressionValidator
ID="RegularExpressionValidator1" runat="server" 
            ControlToValidate="TextBox1"
ErrorMessage="RegularExpressionValidator"
ValidationExpression="^\d{0,9}"></asp:RegularExpressionValidator>