creas una conexion, lues haces la consulta correspondiente..por ejemplo asi:
Dim conexion As OleDb.OleDbConnection
Dim sSQL As String
Dim Midata As DataSet
Dim Comd As OleDb.OleDbDataAdapter
sSQL = "select cod_ad,nom_ad from administrador order by cod_ad"
conexion = New OleDb.OleDbConnection("Provider=microsoft.jet.oledb.4.0;" & _
"data source=" & Server.MapPath("\Panelweb\Datos\panel.mdb"))
Comd = New OleDb.OleDbDataAdapter(sSQL, conexion)
Midata = New DataSet
Comd.Fill(Midata, "administrador")
DrpAdministrador.DataSource = Midata.Tables("administrador")
'DGridmsj.DataMember = "mensaje"
DrpAdministrador.DataBind()
***drpadministrador=control dropdownlist
espero que te sirva
