The message you are getting is because you have set the source of your combo box to be more than one field, and the field you are storing in your table (an id of some sort i assume) is not the field that you are displaying in the combo box.
there is a simple solution to this.
leave the limit to list property as it is.
near the bottom of the properties box is the
on not in list event. use this event to add the new value into the underlying data source of your combo box.
example
I've created a basic two table ordering system as follows:
table customers
customerID, (primary key)
customer, (text)
table orders
orderID, (primary key)
customerID, (number)
details, (text)
From the orders table I create a form, using a combo box for the customerID field. The source of the combo box is
SELECT [customerID], [customer] FROM customers
now leave the limit to list to yes, and build some code in the on not in list event as follows:
Private Sub CustomerID_NotInList(NewData
As String, Response
As Integer)
DoCmd.RunSQL ("INSERT INTO customers (customer) VALUES ('" & NewData & "')"

Response = acDataErrAdded
Me.CustomerID.SetFocus
End Sub
all done. ;-)