Disable Delete In Combo Box

On the form for the Addresses I have a Combo Box for picking a Country.

When I hit the Delete button while the cursor is in the box I get a Message saying:

'You cannot assign the Null value to a Variable that is not a Variant data type'

The box has 2 columns, CountryName (Text) and CountryID (number), the second is the bound column.

I tried to Set the Warnings off, catch the error in the After Update Event, but
nothing helps to get rid of the Error Message.

Is there a way to Disable the Delete button, while in he box?
Or is there a better solution?

Thanks.