Hello Peter,
This has been implemented in 2007 vol 3:
ASPxComboBox - autocomplete and incremental search required
If you have access to the betas then you can test it:
<dxe:ASPxComboBox ID="ASPxComboBox1" runat="server" DataSourceID="AccessDataSource1" DropDownStyle="DropDown" EnableIncrementalFiltering="True" TextField="CategoryName" ValueField="CategoryID">
</dxe:ASPxComboBox>
<asp:AccessDataSource ID="AccessDataSource1" runat="server" DataFile="~/App_Data/nwind.mdb"
SelectCommand="SELECT [CategoryName], [CategoryID] FROM [Categories]"></asp:AccessDataSource>
Thanks.