Multilevel Combo Box in Windows Forms

I would like to use a Combo Box in my WinForms application to only choose one option out of many. This choice affects the entire application, and it is very important, so I do not want to use the "Menu Bar" for this. Therefore, the Combo Box is the obvious choice.

However, there is one problem, I have a two level hierarchy of these options and I need to select and display options from the second level. In simple terms, I would like to get something like this:

Is there a way to do this or something similar using WinForms? Or some easy way to implement this? I still haven't implemented any visual controls in WinForms, and I don't want to spend a lot of time learning how to do it. Thanks for any answer.