http://sudarmuthu.com/blog/2010/09/17/right-click-on-jcombobox-java-swing-component.html

JComboBoxTest.java

    MouseAdapter handler = new MouseAdapter() {
        //Override methods
    }

    // Get all children of the combobox
    Component c[] = combobox.getComponents();
    for (int i =0; i < c.length; i++) {
         // add event listener to all of the child components
         c[i].addMouseListener(handler);
    }