Help with list validation
 

I would like to use data validation in a combobox.
I have a list of OEMs each of which may have multiple machines. Since this
form will be used "in the field" I need the option of entering a new or
previously unknown machine that is not yet in the list.
Advice I received here led me to
http://www.mcgimpsey.com/excel/lookuppics.html
I was able to get this to work but it does not allow me to type in a new
machine name.
When I select a combobox and go to the Data tab the Validation button is
"grayed out".
How do I use the same data validation as the above URL in a combobox?