Try:
Code:
Private Declare Function SendMessage Lib "user32" Alias "SendMessageA" (ByVal hwnd As Long, ByVal wMsg As Long, ByVal wParam As Long, lParam As Any) As Long
Private Const CB_FINDSTRING = &H14C

Private Sub Form_Load()
    Dim lIndex As Long
    For lIndex = 1 To 4
        Combo1.AddItem lIndex
    Next
    Combo1 = ""
End Sub

Private Sub Combo1_Validate(Cancel As Boolean)
    Dim sText As String
    sText = Combo1
    Combo1.ListIndex = SendMessage(Combo1.hwnd, CB_FINDSTRING, 0&, ByVal sText)
End Sub

Private Sub Command1_Click()
    Caption = Combo1.ListIndex
End Sub