You can simply force the Value property to be a multiple of the SmallChange property by overriding its value in an event handler for the ValueChanged event. Like this:
private void trackBar1_ValueChanged(object sender, EventArgs e) {
var bar = (TrackBar)sender;
if (bar.Value % bar.SmallChange != 0) {
bar.Value = bar.SmallChange * ((bar.Value + bar.SmallChange / 2) / bar.SmallChange);
}
}
Note that this even works while the user is dragging the thumb with the mouse, like it behaves when he uses the keyboard. I assumed that's what you wanted.