It depends how you are creating your dropdown which you haven't shown us so it's hard to give a specific answer, but it'll be something like this
<asp:DropDownList ID="DropDownList1" runat="server" AppendDataBoundItems="true">
<asp:ListItem Value="" Text="Select Option" />
</asp:DropDownList>
The important attribute to add is "AppendDataBoundItems"