Combox SelectedIndexChanged fires when close the WinForm

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C#

I am using Combobox SelectedIndexChanged event to perform few tasks. It is working nice. But when i am closing the form, SelectedIndexChanged gets fired and i get "Object reference not set to an instance of an object." exception. My code is following-

private void cmbProductName_SelectedIndexChanged(object sender, EventArgs e)
  {
      try
      {
          Product p =(Product) cmbProductName.SelectedItem;

          RawItems = RawItem.GetEntityList(p.Id, ConnectionString);

      }
      catch (Exception ex)
      {
          CustomMessageBox.ShowSystemException(ex);
      }
  }

How to avoid the SelectedIndexChanged event being fired when form is closing?

Thanks
SKPaul.