Private Sub ComboBox1_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles ComboBox1.Click
  Dim strSQL As String = "SELECT name FROM sys.databases"

  cn.Open()
  Dim da As SqlClient.SqlDataAdapter = New SqlClient.SqlDataAdapter(strSQL, cn)
  Dim ds As DataSet = New DataSet
  da.Fill(ds)

  With ComboBox1
      .DataSource = ds.Tables(0)
      .DisplayMember = "name"
  End With

  cn.Close()
End Sub

Dim cmd As New SqlClient.SqlCommand(strSQL, cn)
Dim rdr As SqlClient.SqlDataReader = cmd.ExecuteReader()
Dim Massiv(rdr.FieldCount - 1) As Object

Do While rdr.Read
      rdr.GetValues(Massiv)
      ComboBox1.Items.Add(Massiv(0))
Loop

 rdr.Close()