Thanks to Rawden Hoff.
This project builds two ActiveX ComboBox controls, once that displays images and one that does not. Both provide auto-completion and can optionally restrict the user to entering only values in the list.
The basic approach is for the controls to watch their constituent ComboBox's KeyDown and KeyPress events. The code looks through the ComboBox's choices to see which one best fits what the user has typed. See the code for the details.