Not sure what single line means... but i think i got what you want to achieve.
If you want to loop through the collection of fields...
Dim i As Integer = 0
Do
If sCon.sqlReader.Item(i).Value.ToString()<>String.Empty Then
Me.Controls("cbo" & Left(sCon.sqlReader.Item(i).ColumnName, Len(sCon.sqlReader.Item(i).ColumnName) - 2)) = sCon.sqlReader.Item(i)
Exit Do
End If
i= i + 1
Loop Until sCon.sqlReader.Item(i).Value.ToString()=String.Empty