mycombo.addPopupMenuListener(new PopupMenuListener() {
            @Override
            public void popupMenuWillBecomeVisible(PopupMenuEvent e) {                
                JComboBox cb = (JComboBox) e.getSource();               
                if (cb.getItemCount() == 0) {
                     worker.execute();
                }
            }

        });

            public void popupMenuWillBecomeVisible(PopupMenuEvent e) {                
                JComboBox cb = (JComboBox) e.getSource();               
                if (cb.getItemCount() == 0) {
                     worker.execute();
                     cb.hidePopup();
                }
            }