That is a pretty hefty task. The only way I can think of to do that would
depend on whether the combo row source is table/query or a value list.
If it is a table/query, you are going to need to add a field to your table,
probably a Yes/No field defaulting to False and include it as a new column in
the combo. Then you could check the value of that column to see whether to
display the warning message.
If it is a Value List, you will still need the additional column, but you
will have to code in the values. Once the selection has been used, you will
have to recreate the value list. In this case, you would have to change
where you close the form to save design changes so the row source would
retain your changes. In fact, I think it would probably be better to create
a table just for this combo and use the method above.
In either case, I am not sure how reliable this would be in a multi-user
environment.