The AutoComplete functionality Jorgen links you to is nice. But you might be asking for a simple way to filter your list items (which could be used in conjunction with AutoComplete). Have a look at the BindingSource class and its Filter property. Something like this:
Dim bs As New BindingSource
bs.DataSource = dtTable
Me.ComboBox1.DataSource = bs
Me.ComboBox1.DisplayMember = "DISPLAY_COLUMN"
Private Sub ComboBox1\_KeyPress(sender As Object, e As System.Windows.Forms.KeyPressEventArgs) Handles ComboBox1.KeyPress
bs.Filter = "DISPLAY\_COLUMN LIKE '" & e.KeyChar & "%'"
End Sub
