Populating ComboBox, how to get Column from Header?

I hope my title is helpful, I'm not sure how to state the title.

I have a ComboBox, I am using Range A1:E1 for a list.
When I select from the list, I need to know what Column the text was from.
I don't know how to store or retrieve that when I create my list.

This is the code (Found from a users post) to populate the ComboBox.
Pretend A1:E1 are as follows:
01 02 03 04 05

PHP Code: 

Private Sub UserForm_Initialize()
Dim objCell As Range
Dim colNoDuplicates As New Collection
Dim vItem As Variant

ComboBox1.Clear

On Error Resume Next
For Each objCell In Range("A1:E1")
   colNoDuplicates.Add objCell.Value, CStr(objCell.Value)
Next objCell
For Each vItem In colNoDuplicates
MsgBox vItem.cell.Address 'for testing
   ComboBox1.AddItem vItem
Next vItem
ComboBox1.ListIndex = 0

End Sub 


you can use a two-column comboox with only the first column visible and in the second column you list the column number or letter, home it makes sense

I did not use the noduplicates in your sample code snippet but just the simple range and a lable to show the results and the idea
Quick and dirty
It's bedtime here, so I'm off to bed.
Happy coding

Thank you for all the help.