Dim a As New ArrayList
For Each dr As DataRow In dt.Rows
   a.Add(New TestClass(dr(0).ToString, dr(1).ToString))
Next
Me.ComboBox1.DataSource = a
Me.ComboBox1.DisplayMember = "DisplayMember"
Me.ComboBox1.ValueMember = "ValueMember"

For Each dr As DataRow In dt.Rows
   Me.ComboBox1.Items.Add(New TestClass(dr(0).ToString, dr(1).ToString))
Next

Public Class TestClass
    Private dis As String
    Private val As String
    Public Sub New(ByVal dis As String, ByVal val As String)
        Me.dis = dis
        Me.val = val
    End Sub
    Public ReadOnly Property DisplayMember() As String
        Get
            Return dis
        End Get
    End Property
    Public ReadOnly Property ValueMember() As String
        Get
            Return val
        End Get
    End Property
    Public Overrides Function ToString() As String
      Return dis '// Wäre in der CB sichtbar
    End Function 
End Class

Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal _
  e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
  Dim c As TestClass = DirectCast(Me.ComboBox1.SelectedItem, TestClass)
  MessageBox.Show(c.ValueMember + " : " + c.DisplayMember)
End Sub