This small demo program will tell how you can creat a dropdown box at run time and then bind it to the database.

Private Sub BindData()
        Dim mySource As SqlDataSource = New SqlDataSource(GetConnectionString, "SELECT * FROM Categories")
        Dim myList As DropDownList = New DropDownList
        myList.DataSource = mySource
        myList.DataTextField = "CategoryName"
        myList.DataValueField = "CategoryID"
        Panel1.Controls.Add(myList)
        Panel1.DataBind()
    End Sub