Hi again!
Put
Limit To List =
Yes and write codes like following in procedure
NotInList:
Private Sub cboMyComboBox_NotInList(NewData As String, Response As Integer)
Response = acDataErrContinue
Me.cboMyComboBox.Undo
If MsgBox("Do you want to add a new record?", vbYesNo + vbQuestion + vbDefaultButton2, "New data"

= vbYes Then
DoCmd.GoToRecord , , acNewRec
Me.cboMyComboBox = NewData
End If
End Sub
If your Sorce data of combobox have primary key it's needed that you check for duplicate data in the table:
Private Sub cboMyComboBox_BeforeUpdate(Cancel As Integer)
On Error GoTo Err_cboMyComboBox_BeforeUpdate
Dim lngSearh As Long
If Me.cboMyComboBox = Me.cboMyComboBox.OldValue Then
GoTo Exit_cboMyComboBox_BeforeUpdate
End If
Set rst = Me.RecordsetClone
rst.FindFirst "ID=" & Me.cboMyComboBox
If Not rst.NoMatch Then
MsgBox "Duplicate values!"
Me.cboMyComboBox.Undo
Cancel = True
End If
rst.Close
Exit_cboMyComboBox_BeforeUpdate:
Exit Sub
Err_cboMyComboBox_BeforeUpdate:
MsgBox Err.Number & vbLf & Err.Description
Resume Exit_cboMyComboBox_BeforeUpdate
End Sub
Aivars