You could try the following using regular expressions
Dim Files() As String = System.IO.Directory.GetFiles("D:\Utils")
Dim fltr As New ArrayList
Dim opt As RegexOptions = RegexOptions.IgnoreCase
'Add all filenames starting with CE
For Each file As String In Files
Dim basename As String = My.Computer.FileSystem.GetFileInfo(file).Name
If Regex.IsMatch(basename, "^CE.*", opt) Then
fltr.Add(basename)
End If
Next
ComboBox1.DataSource = fltr
fltr.Clear()
'Add all filenames starting with BE
For Each file As String In Files
Dim basename As String = My.Computer.FileSystem.GetFileInfo(file).Name
If Regex.IsMatch(basename, "^BE.*", opt) Then
fltr.Add(basename)
End If
Next
ComboBox2.DataSource = fltr
In regular expressions, the caret (^) anchors the pattern to the start of the string. The ".*" matches any string, so "^CE.*" matches any file that starts with CE.