The best way to get the keyboard support and in general multiple selection in RadComboBox is to use one Item with RadListBox in its ItemTemplate. RadListBox has keyboard support turned on by setting its TabIndex property (most conveniently to '-1') . You can then handle the client-side ItemChecked event of the ListBox to preserve the functionality you already have.
The other way around would involve more coding however. First you can handle the KeyPressing event of the ComboBox. Then you will need to divide the text in the input by the separator and then for each text find the respective Item in the ListBox and check it.
I hope this gets you on the right track.
the Telerik team