Private Sub ComboBox1_KeyDown(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles ComboBox1.KeyDown
If ComboBox1.Items.Count > 0 Then
If e.KeyCode = Keys.Delete Then
ComboBox1.Items.Remove(ComboBox1.SelectedItem)
'or
'ComboBox1.Items.RemoveAt(ComboBox1.SelectedIndex)
End If
End Sub