The Listbox in Realstudio is a very efficient control.
I would start with the "KeyDown" event. In this event, you get the "Key" that was pressed on the Keyboard.
From there, search all lines from the current listindex:
//Search the first row starting with "key"
dim wline as integer =me.listindex
Dim ColFind As Integer = 0 //Search on the first column
if wline=me.ListCount then
FOR i as integer = wline+1 to me.ListCount -1
if left( me.cell(i, ColFind), 1)=key then