combo1.AddItem ("asdfdas")
combo1.ItemData( 1 ) =  100 

 ' вот такой класс и все проблемы снимаются :-) 
Public Class cboClass
    Public ItemString As String
    Public ItemData As Long
    Public ItemData2 As Long
    Public ItemData3 As Long
    Public Overrides Function ToString() As String
        ToString = ItemString
    End Function
End Class


...
 ' заполняем... 
        Dim ci As cboClass
        ci = New cboClass()
        ci.ItemData =  1 
        ci.ItemString = "t1"
        ComboBox1.Items.Add(ci)
        ci = New cboClass()
        ci.ItemData =  34 
        ci.ItemString = "t34" 
      ComboBox1.Items.Add(ci)

...
 ' получаем код... 
        Dim co As cboClass
        co = ComboBox1.SelectedItem
        MsgBox(co.ItemData)
...