the list do scroll down, but it can not select item when press the down key.
Well, that's what I said. I just threw that together to provide you something to work with. It's certainly not a complete solution.
The alternative suggested by sukeshchand may be a much better way to go.
The real problem with using the down arrow to open the list is that you have to be able to tell whether the list is currently displayed or not. One possibility would be to set a flag in the GotFocus event, then only do the "drop-down on down arrow" the first time the key is pressed. But this is only a small improvement, as you still couldn't tell for sure whether you would be opening or closing the list.