Do you have your Control Wizard turned on?

Thank you Scott.  Yes, I clicked on the icon and the wizard did not appear when I added a combo box, s I guess that turned it off.  It is back on now and is active (ie the wizard appears when i add a new combo box).  I think the wizard has to do with if the form is bound to the table? I tried several new forms last night and I did get one where the wizard appeared to ask all of the questions.  I am not sure how I did that though.  
How do I bind (bound) the forms?

You may, or may not, be aware that the wizard only runs once - the first time you add the Combo Box to your form.
Many times it is easier to just delete it and start over.

To edit it you would go into design mode click once on the control and go to propertiess.

You might want to re-watch  Lesson 5 of Beginner 2

That error message is telling me that you may have chosen a wrong data source.  Can you fill us in a bit what it is tied to and what you're trying to look up? Screenshots would help as well.  Snip & Sketch

Yes, if you don't have your form bound to a table or query, the combo box wizard won't ask you what field you want to bind it to. Form Properties > Data > Record Source.

Scot, Richard thank you guys.  Let me start my posts with the statement, "I am and idiot sometimes!"  I was not creating my forms with the proper record source, just rushing to get 'er done.  I think I have resolved the issue with your help now.  But I will keep you posted.  Thanks again guys, problem is operator error.  Good thing I am not operating heavy equipment. ;>)

That's called a PBKAC error. :)