<asp:DropDownList ID="DropDownList1" runat="server">
</asp:DropDownList>
SqlConnection objcon = new SqlConnection(".......");
objcon.Open();
SqlCommand objcmd = new SqlCommand("select * from TableName", objcon);
SqlDataReader objreader = objcmd.ExecuteReader();
DropDownList1.DataSource = objreader;
// DropDownList1.DataValueField = "Columnname";
DropDownList1.DataTextField = "Columnname";
DropDownList1.DataBind();