This pseudo code should show you how to do it.
Dim rng as Range
Workbooks.Open Filename:="c:\myTest\Testfile_1.xls"
With Activesheet.
.sort Key1:=.Range("A1'), _
Order1:=xlAscending, Header:=xlNo
set rng = .Range("A1").CurrentRegion
End With
With Userform1.Combobox1
.Columncount = 3
.List = rng.Value
.BoundColumn = 1
End With
Activeworkbook.Close SaveChanges:=False