When you start your program, the combo box is filled with the items you specify in the designer. If you want to have other items (say that are saved on program exit and loaded again on start up) then you have to save them somewhere and restore them yourself in the code.
The easiest way to do that may be to put them into the Settings file:
1) Open your project in Visual Studio, and look at the Solution Explorer pane.
2) Open the Properties dropdown, and double click the Settings.Settings branch.
3) In the page that results, add your new item: Give it a sensible name, set the "Type" to "String", and leave the "Scope" at "User". Set the Value to "Option1|Option2"
4) Close the page.
5) In your Load event, read the values:
string setting = Properties.Settings.Default.MySettingString;
string[] comboRows = setting.Split('|');
You can now use the array to load your combobox.
6) You can save the current values by building a single string from them (separated by '|' characters) and then:
Properties.Settings.Default.MySettingString = setting;
Properties.Settings.Default.Save();