In this case, you are better off to read all the data from a textfile into the combobox. This is the only real way to save data. This is what I would do:
1. Remove any items you have in the combo box, or remove the code which creates them.
2.Make a sub procedure to add items to a textfile, and combobox:
Private Sub WriteItems(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Buttonadd.Click
Dim strItem As String
strItem = Me.txtcboadd.Text
Me.CboItems.Items.Add(strItem)
Dim objStreamWriter As System.IO.StreamWriter
'check whether file exists
If System.IO.File.Exists("items.txt"

Then
'if exists, add data to file
objStreamWriter = System.IO.File.AppendText("items.txt"

objStreamWriter.WriteLine(strItem)
Else
'if doesn't exist, create new file
objStreamWriter = System.IO.File.CreateText("items.txt"

objStreamWriter.WriteLine(strItem)
End If
objStreamWriter.Close()
End Sub
3. Next, a subprocedure to read items into the combobox:
Private Sub ReadItems()
'read items from file
Dim objStreamReader As System.IO.StreamReader
'check whether file exists
If System.IO.File.Exists("items.txt"

Then
objStreamReader = System.IO.File.OpenText("items.txt"

Do Until objStreamReader.Peek = -1
CboItems.Items.Add(objStreamReader.ReadLine)
Loop
objStreamReader.Close()
Else
MessageBox.Show("No items available", "Error", MessageBoxButtons.OK, MessageBoxIcon.Information)
End If
End Sub
4. Finally, in the code for the form load event add the following, so that the items are added into the combobox and are sorted:
Private Sub Form1_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles MyBase.Load
Me.CboItems.Sorted = True
ReadItems()
End Sub
You can change the path of where the textfile is saved. If you leave it as I have, it will create the file in the bin directory of the project folder.
It is quite simple to do. Give this a try. If you are still unsure, then post back and I can help you out. This is a little easier than using a random access file, and should be sufficient for what you want to do.
Good Luck.