You cannot get a query to give you a combo box.

But if you set up a form, you can refer to the combo boxes on the form
instead of popping up parameter boxes.

I'm assuming you have a table of clients (named tblClient) with these
fields:
   ClientID      AutoNumber    primary key
   FirstName  Text
   Surname     Text
You also have a form named (say) Form1, and it has a combo named Combo1
which has a RowSource of:
   SELECT ClientID, Surname & ", " & FirstName FROM tblClient ORDER BY
Surname, FirstName;

Now in query design, in the Criteria row under the ClientID field, you can
enter:
   [Forms].[Form1][Combo1]

The report based on that query will then contain only the record for the
person chosen in the combo.

If you already have a form set up that could show the record for the person,
here's another approach:
   Print the record in the form
at:
   http://allenbrowne.com/casu-15.html