Qualcosa del genere ...

Private Const CB_FINDSTRINGEXACT = &H158
Private Const CB_FINDSTRING = &H14C

Private Declare Function SendMessage Lib "User32" Alias "SendMessageA" _
(ByVal hWnd As Long, ByVal wMsg As Long, _
ByVal wParam As Long, lParam As Any) As Long

Private Sub Form_Load()
With mycombo
.AddItem "Arancia"
.AddItem "Limone"
.AddItem "Mela"
End With
End Sub

Private Sub Form_Click()
Dim L As Long
L = SendMessage(mycombo.hWnd, CB_FINDSTRINGEXACT, -1, ByVal "Limone")
If L >= 0 Then mycombo.ListIndex = L
End Sub