Replacing Old Combo switch and outlet?

It sounds like you wired the light direct. The hot wire from the breaker needs to be pigtailed so that it can be run to the switch and outlet. The outlet should be hot all the time while the switch is an interruption of the power from the panel to the light. One side of the switch should be hot while the other should go to the switch. When you throw the switch, the light will come on. The outlet on the other hand should be hot all the time so the one side should be hot all the time. Try pulling out all the wires and spreading them, turn on the breaker, be careful not to touch the wires but test them to see which are hot and which are not. The one that is not hot is probably the one that goes to the light. When you figure out which is which, turn the breaker off and wire the switch/outlet accordingly.