How to capture an event our of my application range?

you can capture mouse events only when your application has current focus. in other words, you can subscribe to mouse events on your parent form & when the mouse enters your form, raised events will be captured.

on the same line, if you need your combobox to respond to mouse events, simply subscribe to the same & it will work but only when its currently on focus i.e. you should already have selected the combobox with your mouse / keyboard.

hope this helps!