After long time of search for good WPF filter combo box control I've decided to create one.
I've based my code on Omer van Kloeten's .NET Zen - Automatically Filtering a ComboBox in WPF post and add mostly keyboard support.
Because WPF ComboBox was not built with "filter as you type" in mind we need to be careful not to step on ComboBox implementation details and keep the normal behavior intact.
Take a look at the project at CodePlex which include a sample application which allow you to play with the combo box.
To integrate it to your application I suggest adding the AutoFilterComboBox class into your project and replace the built-in ComboBox control with the new derived AutoFilterComboBox control.
Hope it will help you the way it help me.