The code project has a good article on custom combos, might help get you
started.
http://www.codeproject.com/cs/miscctrl/customcombos.asp
Also check the "Four Guys From Rolla" for another good example of
implementing custom combos.
Both of these are on the non-compact framework but should translate fairly
simply.
hope that helps,
-Francis Shanahan
http://www.francisshanahan.com