Use
DataSource,ValueMember,DisplayMember property of ComboBox to bind with DataSet.
Imports System.Data.SqlClient
Dim myConnection As String
Dim myDA As SqlDataAdapter
Dim myDS As New DataSet()
Try
'Biuld the Connection & SQL string
myConnection = "Initial Catalog=pubs;Data Source=(local);User ID=xxx;password=xxx"
mySQL = "SELECT au_id, au_lname, au_fname FROM authors"
'Initialize the SqlDataAdapter with the SQL and Connection String,
'And then use the SqlDataAdapter to fill the DataSet with data.
myDA = New SqlDataAdapter(mySQL, myConnection)
myDA.Fill(myDS, "authors"
'Bind ComboBox to DataSet
ComboBox1.DataSource = myDS.Tables("authors"

ComboBox1.ValueMember = myDS.Tables("authors"

.Columns("au_id"

.ToString
ComboBox1.DisplayMember = myDS.Tables("authors"

.Columns("au_lname"

.ToString
Catch Excep As SqlClient.SqlException
MessageBox.Show(Excep.Message, "Error", MessageBoxButtons.OK, MessageBoxIcon.Error)
End Try
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