I've looked everywhere for this and the only solution given is to use BitOR($CBS_DROPDOWNLIST,$CBS_AUTOHSCROLL), which stops the user from entering their own information into the control. However, by doing this, the scrollbar disappears if you have a lot of entries.
Take a look at this:
#include <ComboConstants.au3>
$GUI = GUICreate("", 625, 443)
$cmCountries = GUICtrlCreateCombo("", 232, 64, 145, 25, BitOR($CBS_DROPDOWNLIST,$CBS_AUTOHSCROLL))
GUICtrlSetData(-1, "Afghanistan|Albania|