Here is a workaround that works for me. It calls the InteractiveChange twice the first time through. I couldn't find any record where this had been reported before, so I have passed along a bug report on this.

I hope this helps!

CLEAR 
PUBLIC oform 
oForm = CREATEOBJECT("Form")
oForm.Autocenter = .T.
oForm.Addobject('combo','_combobox')
oForm.combo.Visible = .T.
oForm.Show()

DEFINE CLASS _combobox AS combobox
	lFirstIChange = .T.
        Inputmask = "X-X-X"
        Format = "R" 
	PROCEDURE keypress(nKeyCode, nShiftAltCtrl)
		IF this.lFirstIChange= .T.
			NODEFAULT 
			DODEFAULT(nKeyCode, nShiftAltCtrl)
			this.lFirstIChange = .F.
			this.InteractiveChange
		ENDIF 
	ENDPROC 
        PROCEDURE interactivechange
       		IF this.lFirstIChange = .T.
       			RETURN 
       		ENDIF 
		ACTIVATE SCREEN
       	        ? PROGRAM()
                ?'THIS.DisplayValue returns: '+THIS.DisplayValue
                ?'THIS.Text returns: '+THIS.Text
       ENDPROC
ENDDEFINE