Check out this KB article.  It will give you some insight into using the
SendMessage API with the ComboBox Control:

    http://support.microsoft.com/support/kb/articles/Q154/0/76.asp
<http://support.microsoft.com/support/kb/articles/Q154/0/76.asp> 
 
Also, if you have access to it, there's an article in the September 1999
edition of Inside Visual Basic called "Teach An Old Combobox Control New
Tricks".  They have a pay-per-view archive if your interested, but I think
the KB article will get you started down the road you need to go.