Here you go:
protected void Page_Load(object sender, EventArgs e){
if (Request.QueryString["SomeKeyHere"] != null){
LoadDrowpDown(int ApprovalAnnexureId);
}
}
void LoadDrowpDown(int ApprovalAnnexureId)
{
Approval_annexure objApproval_annexure = new Approval_annexure();
DataTable dtApproval_annexure = new DataTable();
dtApproval_annexure = objApproval_annexure.GetLists();
ddlAnnexure.DataSource = dtApproval_annexure;
ddlAnnexure.DataValueField = "Approval_Annexure_Id";
ddlAnnexure.DataTextField = "Annexure_Name";
ddlAnnexure.DataBind();
if(ApprovalAnnexureId > 0){
ListItem item = ddlAnnexure.Items.FindByValue(ApprovalAnnexureId.ToString());
if (item != null)
{
ddlAnnexure.ClearSelection();
item.Selected = true;
}
}
}