OK, I see the problem. You need to create an actual relationship between the tables. Not just a shared drop down field.
Have you created the relationship? If so, you need to put the Company Name field form the relationship the relationship on your form. Typically, you want to set up the Relationship where the Key field of the is the default Record ID# field and you edit the field properties for the field typically called [Related Company] and set the Proxy field to be the Company Name.
Then you will have control over what the drop down choices look like, ie which fields show and in what sort and with what filter and potentially any set up for Conditional Drop down.
