Open your form in design view
Select View
Select Toolbox
Select Combo Box (click the icon)
Click the form somewhere
Follow the instructions on the wizard
This is assuming, of course, that the Controls Wizard is selected. If Wayne's
advice doesn't work, click on the Control Wizard icon (it's the magic wand
with fairy dust falling from it) then follow his steps. The icon changes so
little in appearence when active/inactive that it's easy to accidentally turn
it off.