How to create a custom Drop Down Box

I am trying to set up a custom drop down that will display some links.

This is what I have done so far:
I added a new item called "customcombo" to my toolbar in the config.js file, and to the ckeditor.js file
then I created a folder called "customcombo" in my plugins directory in side I have a copy of the default.js file from the stylescombo.

Does any one know what I need to update on the default.js file to get this working or am I missing something else

Thanks
Yaco