Is the other workbook going to be open?
If yes, you can just go into design mode (another icon on the Control toolbox
toolbar).
rightclick on your combobox
select properties
scroll down to ListFillRange and type in the address--like:
[book2.xls]sheet1!A1:A10
but as soon as you close that other workbook, you break your combobox.
Maybe you could use a formula (on a hidden sheet) to return the values from that
other workbook and use that range for your listfillrange for your combobox.