I use a control from
www.intersoftpt.com called WebCombo.NET that does what you want. You can also set the combo box up to incrementallly retrieve lookup values even from tables that have thousands of rows... it won't try to retrieve them all but rather will return a subset of rows matching the criteria the user entered in the text area of the combobox.
Carl Olson, Jr.
CEO, Founder
Cerelogic, Inc.
www.cerelogic.com"Applying rocket science to business."