Solucionado Galera, Agradeço a todos. Solução:
Public Class Form1
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
ComboBox1.Items.Add(0, "Bom Preço / Wal Mart")
ComboBox1.Items.Add(1, "Grupo Pão de Açucar")
ComboBox1.Items.Add(2, "GBarbosa")
ComboBox1.Items.Add(3, "Armazém Mateus")
End Sub
Private Sub ComboBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ComboBox1.SelectedIndexChanged
Select Case ComboBox1.SelectedIndex
Case 0
RadioButton1.Text = ("Hiper")
RadioButton2.Text = ("Super")
RadioButton3.Text = ("Mini")
RadioButton4.Text = ("Todo Dia")
Case 1
RadioButton1.Text = ("Extra")
RadioButton2.Text = ("Pão de Açucar")
RadioButton3.Text = ("Compre Bem")
RadioButton4.Visible = False
Case 2
RadioButton1.Text = ("Hiper")
RadioButton2.Text = ("Super")
RadioButton3.Text = ("Mini")
RadioButton4.Visible = False
Case 3
RadioButton1.Text = ("Loja grande")
RadioButton2.Text = ("Loja Média")
RadioButton3.Text = ("Loja Pequena")
RadioButton4.Visible = False
End Select
End Sub
End Class