It sounds simple, but still needs help

I have a combobox with the style of dropdown list. I want some events fired when the user change the list selection.

Common sense leads me to following code

Private sub Combo1_change()
msgbox "selection is changed"
end sub

But it doesn't work. MSDN says:
-------------------
ComboBox — changes the text in the text box portion of the control. Occurs only if the Style property is set to 0 (Dropdown Combo) or 1 (Simple Combo) and the user changes the text or you change the Text property setting through code.
-------------------
Other events such as _lostfocus, _keypress and _click are not working for my purpose.

Any help? thx!