To create this:

1. Drag a comboBox component from the components Panel to your FLA's Library. 

2. Add the following code: 

/* ----- code starts here --------- */
import mx.controls.ComboBox;
var myCB:ComboBox;

function init ()
{
    myCB = ComboBox(createClassObject(ComboBox,

                "myCB", 

                this.getNextHighestDepth()));
    myCB.setSize(175,22);
    myCB.rowCount = 7;
    myCB.dataProvider = TextField.getFontList ();
    myCB.open ();
    myCB.addEventListener ("change", function ()
    {
        myCB.textField.setStyle ("fontFamily", myCB.value);
    });
    myCB.addEventListener ("load", setCBListFonts);
    myCB.addEventListener ("scroll", setCBListFonts);
}
function setCBListFonts ()
{
    for (var i in myCB.dropdown.listContent)
    {
        var _tf:TextFormat =         

                myCB.dropdown.listContent[i].cell.getTextFormat ();
        _tf.font = myCB.dropdown.listContent[i].cell.text;
        myCB.dropdown.listContent[i].cell.setTextFormat (_tf);
    }
}

init();
/* ------------- code ends here ---------------- */

3. Test Movie, and you are done!