Check out how to work with models in How to Use Combo Boxes and How to Use Lists totorials. According to a selection in the first combo box - rebuild, filter or perhaps replace the model of the second combo box. You can use/extend DefaultComboBoxModel - a default model used by a JComboBox .
For example consider this snippet.
You have to add event listener to the first combobox. This way you will know when its selection changes, you can interrogate it and fill your second combobox out with appropriate data.
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