I tried doing something like:
cmbMyBox.ListFillRange = \"E2\"
But the combobox does not seem to populate.
I had a similar problem, i had an ActiveX Listbox in the worksheet. What worked for me is this:
Sheets(1).OLEObjects("ListBox1").ListFillRange = "Sheet2!A1:C20"
ActiveX OLEObjects are pretty straight forward.