This is called "autocomplete", but the standard ComboBox won't do what you want directly - you need to do some work on it. Not too much though:
Autocomplete combobox match any part of string not only beginning string.[
^] - the code sample is in C#, but it's all pretty obvious and if you really can't cope then
Code Converter C# to VB and VB to C# – Telerik[
^] should help.
This is assuming that you mean VB, not VB6 - they are very different, and nobody in their right mind is designing VB6 apps from scratch: it went out the window when .NET 1.0 was released all the way back in 2002!