try
comboBox2.Items.Add(dr[0].ToString());
to
comboBox2.Items.Add(dr["Device_name"].ToString());
Also you do not need to have the code in a "comboBox2_SelectedIndexChanged" event, you an remove that event... see below
SqlConnection con;
SqlCommand com;
SqlDataReader dr;
con = new SqlConnection("Data Source=CBP\\SQLEXPRESS;Initial Catalog=ECG;Integrated Security=True");
com = new SqlCommand("Select Device_name from Monitor_devices", con);
con.Open();
dr=com.ExecuteReader();
while (dr.Read())
{
comboBox2.Items.Add(dr["Device_name"].ToString());
}
dr.Close();
con.Close();