Help please

I have a userform combobox that is linked to other sheet.
I want to find a way in Visual Basic so that when an item is selected from
this drop
down menu, it returns a second list which I have in another sheet.

EXAMPLE: I click on the combobox to have the drop down list show. From this
drop down list, I want to be able to click on one of the items it has to
offer. Now the problem is: Once I click on this Item how do I make it so that
it shows a secondary list within the selected drop down item

Any Help greatly appreciated