I have ever been in Desktop Application Development using Swing before. I have never seen such feature in JComboBox... I think the most feasible way to fulfil this requirement is to listen for the items that the user tries to choose and react according to his/her choice... But if there is a direct way to implement, it would be better...
Hints as per my suggestion:
-add an ItemListener
-implement itemStateChanged(ItemEvent e)
-check by the items' indices
Hope it helps...

Co-author of SCMAD Exam Guide, Author of JMADPlus
SCJP1.2, CCNA, SCWCD1.4, SCBCD1.3, SCMAD1.0, SCJA1.0, SCJP6.0