Word - Capturing keypress from olecontrol

I am writing some specific editing macros for word and would like to insert comboboxes to the document, fill them with options for the user to choose, then move on to the next word etc.

Problem being that once the combobox is inserted

Set x = Selection.InlineShapes.AddOLEControl("Forms.Combobox.1")

I cannot capture when the user has finished with it to move onto the next word.

Using self-replicating code (adding a keydown event module to ThisDocument at runtime) just makes word crash without error messages and general screws my system :(

I thought I'd cracked it by using keybindings to assign a macro to a key to use to signal that the user was finished, but alas keybindings do not appear to work while the combobox has focus.

Any ideas on how to fix these things or maybe another way completely to capture when the user has finished?

Thanks in advance for any light you may be able to shed.