I assumed you where creating an application yourself, having this feature request..., as usual any assumption is wrong by default
It's the Desktop App running on Win XP...don't know which language is made with...
In that case: You can't. (Without creating an external 'monitor' tool that detects you/the user opening the combo and pointing at an item, offering a clickable link based on a list you provided earlier)
Hmmm, come to think of it, my WinButtons
can detect the executable being loaded, and showing a specific window with buttons, that could open a webbrowser when clicked. But it can't (yet) react on a specific control selected, or hide while it's not selected. Ah, a (double/triple) feature request for WinButtons!
@mouser: You'd probably better move this one to the Coding Snacks/Post New Requests Here board, I'll pick it up asap.
Edit: I finally see it's specific to FLM,
missed that earlier. But I'm quite sure a combobox can't offer clickable links for each item, next to the normal selection, though a listbox could be made to do that, AFAICS.