Try:
Privae Sub UserForm1_Initialize()
Dim wsh As Worksheet, i as Integer
Set wsh = ThisWorkBook.Worksheets("SheetName")
i = 2
Do while wsh.Range("A" & i)<>""
If wsh.Range("A" & i)<30 Then Me.ComboBox1.Items.Add wsh.Range("A" & i)
i = i+1
Loop
Set wsh = Nothing
End Sub