You could use an External Array to keep as many Extra hidden columns as you want, just use the Combo's ItemData as the link storing the Array Index (then you can sort the list without causing a problem), i.e.
Code:
Private sExCombo() As String
Private Sub Form_Load()
Dim lIndex As Long
For lIndex = 0 To 9
Combo1.AddItem "Item " & lIndex + 1
ReDim Preserve sExCombo(Combo1.ListCount - 1)
sExCombo(Combo1.ListCount - 1) = "Extra Value " & lIndex + 1
Combo1.ItemData(Combo1.NewIndex) = lIndex
Next
Combo1.ListIndex = 0
End Sub
Private Sub Combo1_Click()
Caption = sExCombo(Combo1.ItemData(Combo1.ListIndex))
End Sub