In the VBA help files, I think the control you are referring to is called a "combobox", which is a text box that shows the currently selected value combined with a dropdown list of possible values.
I suggest that in the Change event code for the first combo box, you evaluate its new value, compute what corresponding value you wish to have appear in the second combobox, and set the ListIndex property of the second combobox so that the desired item from its list appears in its text box.
You need to be careful of ALSO doing the same kind of thing to try to set the first box when the user changes the second box, since that could lead to an infinite loop. One box can control another's default value simply, but two interacting with each other is more complex.
Also, the above assumes that each list has only a single column of data. If there is more than one data column, then things change quite a bit in practice bacause of the multiple columns, altho the basic idea is still the same.