Validation is built into Windows Forms. Every control has a Validating event and you can handle that. Just like any event, you can use a single method to handle the event for multiple objects and access the object that raised the event via the 'sender' parameter in the event handler. The Validating event is generally raised when the user tries to leave a control and you can also force it to be raised by calling the form's Validate method to validate the last unvalidated control or the ValidateChildren method to validate all controls. ValidateChildren ensures that even controls that have never received focus will be validated.

By the way, I can't see any reason for your _Control parameter to be declared ByRef. ByVal is the default for a reason. Don't change it unless you have a reason to. The only reason in this case would be if you were assigning a new ComboBox to the parameter inside the method and wanted that to affect the caller. I trust that that's not the case here. ByRef was used by default in VB6 for a reason and that reason does not apply to VB.NET unless you're using large structures, which itself is bad practice.