Lets say that you have a datatable with columns ID and NAME.
Then in its link button you can use :
Private Sub FilterNames(ByVal letter As String)
Dim items = (From p In dt
Select New With {.Name = p.Field(Of String)("NAME"),
.ID = p.Field(Of Integer)("ID")}).ToList()
Dim filtered = items.Where(Function(x) x.Name.ToUpper.StartsWith(letter)).ToList()
ComboBox1.DataSource = filtered
ComboBox1.DisplayMember = "NAME"
ComboBox1.ValueMember = "ID"
End Sub