In the loweri have taken one table name REG and FieldName Stu_Name.you take as according to your database.
SqlConnection cn = new SqlConnection("PUT CONNECTION HERE");
SqlDataAdapter ad;
DataSet ds = new DataSet();
protected void Page_Load(object sender, EventArgs e)
{
ad = new SqlDataAdapter("Select * from REG", cn);
ad.Fill(ds, "REG");
DropDownList1.DataSource = ds.Tables[0];
DropDownList1.DataTextField = ds.Tables[0].Columns["Stu_Name"].ColumnName.ToString();
DropDownList1.DataValueField = ds.Tables[0].Columns["Stu_Name"].ColumnName.ToString();
DropDownList1.DataBind();
}