Combo stars are awarded for beating the level with a "full combo". After you pull off a trick there's a short (though longer than you might expect) window to do another trick.
Not all levels have combo stars, but to pull it off, I find the best way is to try to pop a wheelie 100 percent of the time unless you are airborne. If you do that, you'll get a full combo with out a challenge and earn the star.