attempting to use array of strings in my.settings causes exception

I am Using VB.NET 2005 Express Edition. Previously I have used VB6.0 but am fairly new to VB.NET

I want to create/save/load history from data typed into a ComboBox.

I have a setting named:

My.Settings.FileToSearchFor which is of type System.Collections.Specialized.StringCollection

I load the setting with the following code into my ComboBox which is set to AutoComplete from source List

Dim obj As Object

' Load File To Search For AutoComplete settings
For Each obj In My.Settings.FileToSearchFor
cmbFileToSearchFor.Items.Add(obj.ToString)
Next

This works fine unless My.Settings.FIleToSearchFor is empty, an exception "NullReferenceException was handled" is thrown.

So I check for null value...

Dim obj As Object

' Load File To Search For AutoComplete settings

If IsDBNull(My.Settings.FileToSearchFor) Then
For Each obj In My.Settings.FileToSearchFor
cmbFileToSearchFor.Items.Add(obj.ToString)
Next
End If

OK now I get past this point. But I can't seem to add a value programatically to My.Settings.FileToSearchFor

I try

My.Settings.FileToSearchFor.Add("Test")

And I still get NullReferenceException was handled

However if I add one entry to the My.Settings.FileToSearchFor maunally like so:

1. View -> Solution Explorer (Ctrl+R)

2. Right click project name

3. Click Properties

4. Click Settings

5. Select FileToSearchFor and add a value

Then the program works fine.

I assume I need to initialize this somehow, but how

Am I trying to access this incorrectly

Thanks for any advice. Although I could see many samples on the net relating to using My.Settings none I found used System.Collections.Specialized.StringCollection

Thanks for any help!