Hyperlinks Combo Box

My VBA script lists items in my combo box.............What Im trying to do is instead of having the hyperlink listed in the combo box...id like to link a phrase to a website...So for instance instead of having the hyperlink to the CNN website in the combo box...Id just like to have the phrase "CNN Website" and when a user selects that from the drop downbox it takes the user to that website...How would I amend my script to do that? Does anyone know?

Private Sub Worksheet_Activate()
ComboBox1.Clear
ComboBox1.AddItem "CNN Website - http://www.cnn.com"
ComboBox1.AddItem "CBC Website - http://www.cbc.com"
ComboBox1.AddItem "Bloomberg Website - http://www.bloomberg.com"
ComboBox1.Text = ComboBox1.List(0)
End Sub

Thanks!!