Ok, looks like the ComboBox can take an EventArgs OK ... tried setting-up a little test snippet, does this work ok for you (once running, just keep hitting the A key to see results ...)

 Code:
Break On

Reference("System.Windows.Forms") 
Reference("System.Drawing")

Imports $System = System
Imports $Forms = System.Windows.Forms
Imports $Drawing = System.Drawing

$Form = $Forms.Form()
$Form.Text = "Test"

$ComboBox1 = $Forms.ComboBox()
$ComboBox1.TextChanged += $System.EventHandler(AddressOf ComboBox1_TextChanged)

$Form.Controls.Add($ComboBox1)

$Forms.Application.EnableVisualStyles
$Forms.Application.Run($form);

Exit 0

Function ComboBox1_TextChanged($sender, $e)
 Select
  Case $sender.text = "a"
   ? "a detected"
  Case $sender.text = "aa"
   ? "aa detected"
  Case $sender.text = "aaa"
   ? "aaa detected"
 EndSelect
EndFunction