I created a ComboDropDown with a CheckedListBox as the popup control. When the checkedListBox pops down, it stays down until it looses focus or clicking on the combobox arrow.
The problem is that you have to first click on the checkbox entry to select it, then click again and then it toggles the checkbox.
The behavior with the ComboBoxExt that I used previously was that the checkedListBox wouldn't stay down (so you had to drop it again to check a 2nd item) which was annoying. Now with the ComboDropDown, it stays down (which I like), but you have to double-click entries to make the check box change.