It's all a matter of handling the SelectedIndexChanged notification from the combo box. The following code shows how to do what you want:
Private Sub Form1_Load(ByVal sender As System.Object, _
ByVal e As System.EventArgs) Handles MyBase.Load
ComboBox1.SelectedIndex = 0
End Sub
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As Object, _
ByVal e As System.EventArgs) _
Handles ComboBox1.SelectedIndexChanged
ListBox1.SelectedIndex = ComboBox1.SelectedIndex
End Sub
This was first published in October 2003