You assign using "=" and compare using "==" so change to "==".
if (CmbDepa.SelectedIndex == "Edinburgh") && (CmbArrival.SelectedIndex == "Edinburgh")
Next you shouldn't use exceptions for things that are expected. Exceptions are for...exceptions :) Forget all the trys etc, just show a message
if (CmbDepa.SelectedIndex == "Edinburgh") && (CmbArrival.SelectedIndex == "Edinburgh")
{
MessageBox.Show("You cant select edinburgh twice");
}
else
{
Listbox1.Items.Add(CmbDepa.Text);
}