Este es una forma de filtrar un ComboBox revisalo a ver si te sirve
 
Option Explicit
Dim ComboBorrado As Boolean 
Private Sub Combo_KeyDown(KeyCode As Integer)
    If KeyCode = vbKeyDelete Then
        ComboBorrado = True
    Else
        ComboBorrado = False
    End If
End Sub 
Private Sub Combo_KeyPress(KeyAscii As Integer)
    If KeyAscii = vbKeyBack Then
        ComboBorrado = True
    Else
        ComboBorrado = False
    End If
End Sub 
Private Sub Combo_Change(ByVal Text As String, Combo As ComboBox)
    Dim i As Integer, j As Integer
    If Not ComboBorrado Then
        j = Len(Text)
        With Combo
            For i = 0 To .ListCount - 1
                If StrComp(Text, Left$(.List(i), j), 1) = 0 Then
                    .ListIndex = i
                    .Text = .List(.ListIndex)
                    .SelStart = j
                    .SelLength = Len(.Text) - .SelStart
                    Exit For
                End If
            Next
        End With
    End If
End Sub 
Private Sub Combo1_Change()
    Static valor As Boolean
    On Local Error Resume Next
    If Not valor Then
        valor = True
        Combo_Change Combo1.Text, Combo1
        valor = False
    End If
    Err = 0
End Sub 
Private Sub Combo1_KeyDown(KeyCode As Integer, Shift As Integer)
    Combo_KeyDown KeyCode
End Sub 
Private Sub Combo1_KeyPress(KeyAscii As Integer)
    Combo_KeyPress KeyAscii
End Sub 
Me dices si te sirvio... 
