'Im Deklarationsteil der Form
Dim bs As New BindingSource
Dim lst As New System.Collections.Generic.List(Of Integer)
 
'Im Load-Ereignis
lst.AddRange(New Integer() {12, 8, 10, 11, 9})
lst.Sort()
bs.DataSource = lst
ComboBox1.DataSource = bs
 
'Und Combo-Ereignisverarbeitung 
Private Sub ComboBox1_KeyDown(sender As Object, _
   e As System.Windows.Forms.KeyEventArgs) Handles ComboBox1.KeyDown
   Try
     If e.KeyCode = Keys.Return Then
        Dim entry As Integer = CInt(ComboBox1.Text)
        If Not lst.Contains(entry) Then 
           lst.Add(entry) : lst.Sort() 
           bs.CurrencyManager.Refresh()
           ComboBox1.SelectedIndex = lst.IndexOf(entry)
        End If  
      End If
   Catch
      'Scheitern der Umwandlung in Integer abfangen
   End Try
End Sub