ecco un esempio:

codice:
    Private Sub ComboBox1_KeyDown(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles ComboBox1.KeyDown
        If e.KeyCode = Keys.Return Then WebBrowser1.Navigate(ComboBox1.Text)
    End Sub

    Private Sub WebBrowser1_DocumentCompleted(ByVal sender As Object, ByVal e As System.Windows.Forms.WebBrowserDocumentCompletedEventArgs) Handles WebBrowser1.DocumentCompleted
        AggiornaCronologia()
        ComboBox1.Text = WebBrowser1.Url.AbsoluteUri
    End Sub

    Private Sub btnGo_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles btnGo.Click
        WebBrowser1.Navigate(ComboBox1.Text)
    End Sub

    Sub AggiornaCronologia()
        Dim FindIndirizzo As Boolean = False
        For Each indirizzo As String In ComboBox1.Items
            If indirizzo = ComboBox1.Text Then
                ComboBox1.Text = indirizzo
                FindIndirizzo = True
                Exit For
            End If
        Next
        If FindIndirizzo = False Then ComboBox1.Items.Add(ComboBox1.Text)
    End Sub
fammi sapere se funziona e se lo devi ampliare...