if MatchRequired is set  to True and the user  types a value that is not
available in the list, not an Error that interrupts the script is generated but
a message which gives the user the opportunity to correct the input.

If this is not good enough, you can use:

Private Sub ComboBox1_KeyDown(ByVal KeyCode As MSForms.ReturnInteger, ByVal
Shift As Integer)
MsgBox "Please pick a choice by click the small arrow."
End Sub

(www.geekstogo.com/.../...rror_message-t139442.html)

But if the users keeps on giving Enter, still the message will appear.

Why don't you use a ListBox instead?

Thank you for your solution. Maybe I am being a bit pedantic. I
would like the combo  box to function like a calendar control. i.e.
when the user  clicks on the arrow, all he is able to do is to make a
selection and nothing else. Is there a solution for this type  of
situation? The list  box is not an option  for what the user requires.
This user is very very very specific.

Would it be an option  to have another userform with a fully expanded list  box
on it. On the main user form  have a text box  for the value and open the
second userform when the user  goes to the textbox. This would seem almost
like clicking the arrow.

What is the range of dates that you require to display?
If the range is not too great you maybe able to adapt the following.

I have a rolling roster program which uses a list  for the source for a
combo box  to select  the month.
We only need to show 7 months past, the current month & 13 months in the
future.
This is accomplished by row 8 of the list being set  to:
=DATE(YEAR(NOW()),MONTH(NOW()),1)
The earlier months are set to the above formula with a month setting:
Month(Now()-1) etc.
The later months are set to the above formula with a month setting:
Month(Now()+1) etc.

Have never had the need to go down to actual days, but think that could
be done if the range is not too great, or not desirable but could be
accomplished using multiple combo's for Day, Month, Year and then some
form of concatenation.