Thanks both very much - I needed a combination of both of your replies to fully solve my issue, so you helped further than I was anticipating

When an option is chosen from my combobox, the cell on Data!A1 updates with the value form the combobox with this code: 

Private Sub OKButton_Click()

Sheets(Sheets("Data").Range("A1").Value).Activate

End Sub

But I had omitted this very important part for when the list within the combobox is changed: 

Private Sub cboName_Change()

Dim strValue As String
    strValue = cboName.Value
    Worksheets("Data").Range("A1") = strValue
End Sub

I'm posting this code for my own future reference as well as to help others.