Ok it looks like you are not using the original code so I'm going to use your new code and show you the changes.
If you just double click a ComboBox, it will auto create code similar to this:
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
End Sub
Then you are adding your binding code so it would look something like this:
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
ComboBox1.DataSource = dataset.table("TableName")
ComboBox1.DisplayMember = "Company"
ComboBox1.ValueMember = "CompanyId"
End Sub
This produces the error you are experiencing.
Now change it to:
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs)
ComboBox1.DataSource = dataset.table("TableName")
ComboBox1.DisplayMember = "Company"
ComboBox1.ValueMember = "CompanyId"
AddHandler ComboBox1.SelectedIndexChanged, AddressOf ComboBox1_SelectedIndexChanged
End Sub
And it should work. Good luck!