There are many things on than VFP don't work like it shuold, but you can try with other keyboard option like Pressing the Space bar and then PgDown.
Have you tried with other control like Listbox?, or if you bound the combocontrol to a large table (or filtered) you have to wait for the combo to work like it should.
I never haven't this trouble.
Mauricio
Be fast like the Fox
Be free like the Penguin
Se Rápido como el Zorro
Se libre como el Pingüino