If you want to play with the style of the combo box in WPF the easiest thing to do is use expression blend, drag a combo box control onto you project then click, "Edit Template" -> "Edit a copy"... This will take the entire default template for the combox box and put it into your XAML file. Now go to the XAML and you can grab the entire style and do whatever you like with it... I usually put things like this into a main poject under the solution, something like "shared" is a good name for the project... One thing that is important to note though is that you have to include a reference to the PresentationFramework.Aero assembly cause you will need the Microsoft.Windows.Themes namespace.
Nerdy stuff - mostly about C# and the Microsoft stack.