Stai attento, le variabili le devi dichiarare completamente (ex dim fso as filesystemobject)
string è una parola riservata, non puoi usarla come nome di variabile

detto questo prova questa:
codice:
Private Sub popCombo()
    Dim fso As FileSystemObject
    Dim folder As folder
    Dim file As file
    Dim str As String, dirName As String
    Dim i As Integer
    
    dirName = "g:\documenti"
    
    Set fso = CreateObject("Scripting.FileSystemObject")
    Set folder = fso.GetFolder(dirName)
    
    With Me.CasellaCombinata0
    
        .RowSourceType = "value list"
        
        i = 0
        
        For Each file In folder.Files
           .AddItem Item:=file.Name, Index:=i
           i = i + 1
        Next
    
    End With
    
    Set folder = Nothing
    Set fso = Nothing

End Sub