Double click on combobox in form design it will open combobox selected index change event for you.
In that event write code for retrieving data from database.
To get value of selected item of combobox:
dim str as string =combobox1.selecteditem
and use it with select query in where clause, store that data in dataadapter and fill dataset
In below example I am using sql server database:
Example:
Private Sub ComboBox1_SelectedIndexChanged(sender As System.Object, e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
Dim str As String = ComboBox1.SelectedText
Dim cn As New SqlConnection("Connection String")
Dim cmd As New SqlCommand("Select subitem from ItemMaster where subitem='" + str + "'", cn)
cn.Open()
Dim da As New SqlDataAdapter(cmd)
Dim ds As New DataSet
da.Fill(ds)
ComboBox2.DataSource = ds.Tables(0)
End Sub