Can you copy and paste the full SQL for the query into your answer? You can get to the SQL by clicking on view > SQL view. Can you also provide the name for of the form and the combo box on that form?
Before you do that, have you checked you have the correct syntax, form name and field names? Most often, the paramater boxes appear in this situation because of a typo or something similar. Lastly, you could try creating a parameter by going into the query design screen and clicking on Query > Parameter and adding [Forms]![MyForm].[MyComboBox] with the approprate data type.
Also, are you just trying to open a query, or something else (like a report) based on that query?