[Кодер]

Код:

USES ShellAPi;
...
procedure TForm1.ComboBox1KeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
 if Key = #13 then
             ShellExecute(Form1.Handle, 
                            nil, 
                            combobox1.text, 
                            nil, 
                            nil, 
                            SW_SHOWNORMAL); 
end;