Hi JackInTheGreen,
Not easily. Certainly you could write some code to get the window handle for the dropdown and get handle events from that. The code would have to use the HTML object model. It would be tricky and error prone since the drop down control may change if you change the InfoPath view and it might be difficult to get it in the first place. In short, I think this is hard if not impossible.
Patrick Halstead
Project Manager at Qdabra