Your post could have been much clearer, but I guessed that you may
want something like this.

Private Sub ComboBox1_Change()
Static aPrev As String
iRtn = MsgBox("Are you sure?", vbYesNoCancel)
If iRtn = 7 Then
ComboBox1.Value = aPrev
End If
aPrev = ComboBox1.Value
End Sub

Hth,
Merjet