fai cosi,

Dim strSQL As String
strSQL = "SELECT * FROM TuaTabella "
Dim Cmd As New OleDbCommand(strSQL, conn)
Try
conn.Open()
DropDownList1.DataSource = Cmd.ExecuteReader(System.Data.CommandBehavior.Clos eConnection)
if Not (Page.IsPostBack) Then
dropDownList1.DataBind()
DropDownList1.Items.Insert(0, "--Seleziona--")
End If
Catch myException As Exception
Label1.Text = myException.Message.ToString
End Try
conn.Close()

ciao e saluti