http://bbs.cskin.net/thread-267-1-2.html

public static class Win32Utility
{

[DllImport("user32.dll", CharSet = CharSet.Auto)]
private static extern Int32 SendMessage(IntPtr hWnd, int msg,
int wParam, [MarshalAs(UnmanagedType.LPWStr)] string lParam);

[DllImport("user32.dll")]
private static extern bool SendMessage(IntPtr hwnd, int msg, int wParam, StringBuilder lParam);

[DllImport("user32.dll")]
private static extern bool GetComboBoxInfo(IntPtr hwnd, ref COMBOBOXINFO pcbi);

[StructLayout(LayoutKind.Sequential)]
private struct COMBOBOXINFO
{
public int cbSize;
public RECT rcItem;
public RECT rcButton;
public IntPtr stateButton;
public IntPtr hwndCombo;
public IntPtr hwndItem;
public IntPtr hwndList;
}

[StructLayout(LayoutKind.Sequential)]
private struct RECT
{
public int left;
public int top;
public int right;
public int bottom;
}

private const int EM_SETCUEBANNER = 0x1501;
private const int EM_GETCUEBANNER = 0x1502;

public static void SetCueText(Control control, string text)
{
if (control is ComboBox)
{
COMBOBOXINFO info = GetComboBoxInfo(control);
SendMessage(info.hwndItem, EM_SETCUEBANNER, 0, text);
}
else
{
SendMessage(control.Handle, EM_SETCUEBANNER, 0, text);
}
}

private static COMBOBOXINFO GetComboBoxInfo(Control control)
{
COMBOBOXINFO info = new COMBOBOXINFO();
//a combobox is made up of three controls, a button, a list and textbox;
//we want the textbox
info.cbSize = Marshal.SizeOf(info);
GetComboBoxInfo(control.Handle, ref info);
return info;
}

public static string GetCueText(Control control)
{
StringBuilder builder = new StringBuilder();
if (control is ComboBox)
{
COMBOBOXINFO info = new COMBOBOXINFO();
//a combobox is made up of two controls, a list and textbox;
//we want the textbox
info.cbSize = Marshal.SizeOf(info);
GetComboBoxInfo(control.Handle, ref info);
SendMessage(info.hwndItem, EM_GETCUEBANNER, 0, builder);
}
else
{
SendMessage(control.Handle, EM_GETCUEBANNER, 0, builder);
}
return builder.ToString();
}

}