Make sure that-
1. If you have written the logic to bind dropdownlist list in the page load event then you must write the check for post back. Following code block may help
2. Make sure that you haven't written any logic for binding dropdownlist in the OK button click event unless it is really required.
If this doesn't solve you problem, please update your question with the respective code so that actual solution can be suggested.
Hope, it helps :)