string query = "select '[Select]' as name, 0 as id union Select name, id from contacts";
SqlDataAdapter da = new SqlDataAdapter(query, conn);
conn.Open();
DataSet ds = new DataSet();
da.Fill(ds, "contacts");
cbxContact.DisplayMember = "Name";
cbxContact.ValueMember = "ID";
cbxContact.DataSource = ds.Tables["contacts"].DefaultView;