In DropDownlist selectedindexchanged event store the selected value in session as;
Session["DDSelectedValue"] = YourDropDownlistID.SelectedValue;
Now it depends upon you to set the value from session. If the admin panel is user control or on master page etc.
To set the value whenever you bind the dropdownlist use:
YourDropDownlistID.SelectedValue = Session["DDSelectedValue"].ToString();
for further clarification post your code.