This is happening just because you bound your dropdownlist in Page_Load event directly. Try binding your DropDownList like this:
protected void Page_Load(object sender, EventArgs e)
{
if(!IsPostBack)
{
DropDown1.DataSource = YourDataSource;
DropDown1.DataTextField = "YourDataTextField";
DropDown1.DataValueField = "YourDataValueField";
DropDown1.DataBind();
}
}
--Amit