create an empty first column, and set the width to a mm or so. this will give you a margin on the left, do the same for a final column and you have a margin on the right.
Why would you want a margin on a textbox or combobox come to think of it. Never have or ever wnated to do it, as far as I can see you are only adding to the width of the control and ultimately the form.
i don't always use it, but sometimes it looks amateurish to have the text bumped up right against the border of the containing box. a little margin sometimes looks nice - think of a letter on a page, does it look better with the text written to the very pixel of the page, or with a little margin?
Ken - not sure if combobox margin is only available in 2007? i don't have previous veison to compare at the moment... (if prev. don't allow you, Dennisk's solution might be worth a try)