The message Get returns an integer from the combobox, I think you instead want Get Text. See this updated script:
Names Default To Here( 1 );
New Window( "Combo box test",
<< Modal,
Panel Box( "Select a Date Range",
Lineup Box( N Col( 1 ),
Text Box( "DCOP ID" ),
dc_cb = Combo Box(
{"CED15_10", "CDM45.10", "CRL02.05", "CEM11.05", "CEM09.18", "CBI07.01"},
dc_cb << GetSelected(),
<< Set Width( 20 )
)
),
H List Box(
Button Box( "OK",
<<Set Function(
Function( {self},
//Updated this to Get Text
dcop_id = dc_cb << Get Text;
)
)
),
Button Box( "Cancel" )
),
),
);
Write( "\\S:data\ENG_" || dcop_id || ".CSV" );
Check out the scripting index to see more detail on those messages.