ここにコードを投稿した方が良いでしょう。まだ.. setSelectedItemについてのJavadocからテキストの下にお読みください:
Sets the selected item in the combo box display area to the object in the argument. If anObject is in the list, the display area shows anObject selected.
If anObject is not in the list and the combo box is uneditable, it will not change the current selection. For editable combo boxes, the selection will change to anObject.
If this constitutes a change in the selected item, ItemListeners added to the combo box will be notified with one or two ItemEvents. If there is a current selected item, an ItemEvent will be fired and the state change will be ItemEvent.DESELECTED.If anObject is in the list and is not currently selected then an ItemEvent will be fired and the state change will be ItemEvent.SELECTED.