Three answers/comments for you:
1) Why not use Data_Validation instead?
2) If your using the ComboBox from the Forms Toolbar, Right Click_Format Control_Control and put the range in the Input Range Box.
3) If your using the ComboBox from the Controls Toolbox, Right Click_Properties and goto the ListFillRange and TYPE in the range of cells your taking the data from eg. A1:A20
I'm assuming by your question that your using the later, you'll have to go out of design mode to make it work by clicking (Un-Highlighting) the small Set Square button either floating on your sheet on on the Controls Toolbox items menu bar.
Hope this helps.
Ian Mac
Firstly, click and drag combobox to location on sheet
second, right click on combobox and select properties
Next, go to ListFillRange property and type in the range where your list is located........