Yeah, that massive pile of string concatenation is why you're having a problem and you've also opened yourself up to having your database completely destroyed by an SQL Injection attack.
Google for "SQL Injection" to find out why what you're doing is so bad.
Then Google for "VB.NET sql parameterized queries" to find out how to fix this. It will also have the effect of fixing your UPDATE statement problem and make your code far easier to debug and support.
To start, this abomination:
"Update datasiswa set Name='" & TextBox2.Text & "', Alamat='" & TextBox3.Text & "', Kota='" & ComboBox1.Text & "', Provinsi='" & ComboBox2.Text & "', Jenis Kelamin='" & ComboBox3.Text & "', Umur='" & TextBox4.Text & "', Jurusan='" & ComboBox4.Text & "', Kelas='" & TextBox5.Text & "', where NIS='" & TextBox1.Text & "'"
becomes this:
"UPDATE datasiswa SET Name=@Name, Alamat=@Alamat, Kota=@Kota, Provinsi=@Provinsi, [Jenis Kelamin]=@Jenis, Umur=@Umur, Jurusan=@Jurusan, Kelas=@Kelas WHERE NIS=@NIS"
Oh, and it's not a good idea to have spaces in table and column names. If you do, they much be enclosed in square brackets. Just avoid putting the spaces in there to begin with and make your life easier.