How to filter a combo box on a form?

Hello, I have a form and I want to filter a combo box on this form.  I am having a difficult time doing this.  I click the small drop down icon on the header and it gives me an option to filter by what text I type but it doesnt not filter. I have created a button on the form and chose Apply Filter but that doesnt work either.  A macro is created in the button but there is no code in the macro.

How can I create a filter on a form to filter a combo box on the form?  I want to be able to choose what text to filter on.  

thank you.