You have some options on how to create it so unless you are more specific here you go.
1) Normal HTML
<select name="DropDown" id="DropDown">
<option value="a">1</option>
<option value="b">2</option>
<option value="c">40</option>
<option value="d">5</option>
</select>
2) Asp.NET ListBox
<asp:listbox id="DropDown" name="DropDown" runat="server">
<asp:listitem value="a">1</asp:listitem>
<asp:listitem value="b">2</asp:listitem>
<asp:listitem value="c">40</asp:listitem>
<asp:listitem value="d">5</asp:listitem>
</asp:listbox>