On selectedItemChanged event of the first you load the values of the second combo, using the selectedValue of the first as parameter to your database call.
Ex:
protected void ddlCity_SelectedIndexChanged(object sender, System.EventArgs e)
{
ddlStreet.DataSource = Dal.GetStreetsByCity(ddlCity.SelectedItem.Text);
ddlStreet.DataTextField = "streetName";
ddlStreet.DataValueField = "idStreet";
ddlStreet.DataBind();
}
}