Where can I get the source code for this? I need to extend it.
Not sure if you can get the source code to the native ComboBox, but the Silverlight Toolkit has an AutoCompleteBox, which provides functionality similar to a ComboBox.
http://silverlight.codeplex.com/Release/ProjectReleases.aspx?ReleaseId=36060
Have you tried Reflector? Just point it at the assembly and go...
On Tim Heuer's blog there's a post from Jan 2009 about what source code has been published and there's a comment from Stefan Baur which details how he subclassed combobox to fix a problem.
It's too long to reproduce here, but you could take a look to see if you can apply the same technique.
A bit more searching has revealed this page has the the Silverlight 2.0 source code for the combobox and this page from Manish Dalal on weblogs.asp.net which has the 3.0 source code.