adding a blank to my dropdown list

Dear all;
I have a dropdown list populated from the database. There is also a button next to the dropdownlist that once clicked on. It takes the item in the dropdownlist and use that to populate the gridview.however though, I would like to add a blank to the dropdownlist and message that would say, you have selected a blank whenever the user selects the blank from the dropdownlist and clicks on the button.
 
 
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