This is weird, I even started a new project to prove I'm not doing anythign wrong. When you have visual styles enabled, if you load a form using the ShowDialog method in the selectedIndexChanged event of the combo box, you get an error (I'm sure it has nothing to do with the combo box, it's just a situation when it happens. Apparently it has to do with visual styles and the ShowDialog method). Try this:

In a new project add a combo box to a form (called Form1 here) and add a bunch of items into the combo box. Then add this code:
VB Code:
  1. Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
  2.         Application.EnableVisualStyles()
  3.     End Sub
  4.  
  5.     Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
  6.         Dim frm As New Form1
  7.         frm.ShowDialog()
  8.     End Sub

Run the app. Now select an item from the combo box and a new form pops up, repeat this again and then close the second form that pops up and wait a few seconds,... dont you get an error?