你应该这样写：
SqlCommand cmd = new SqlCommand("select distinct bm from xsbd_yhdl",conn);
SqlDataReader dr = cmd.ExecuteReader();
this.ddl_bm.DataSource = dr;
this.ddl_bm.DataTextField = "bm";
this.ddl_bm.DataValueField="对应的值";
this.ddl_bm.DataBind();
conn.Close();
ListItem li= new ListItem("--请选择--", "");
this.ddl_bm.Items.Insert(0,li);
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