<Domains>
      <DomainListDef name="Test" numColumns="3" genFile="Test.xml">
        <domainRow col1="1 line" col2="7311050100" col3="101"/>
        <domainRow col1="1.1 line" col2="7311050600" col3="101"/>
        <domainRow col1="1.2 line" col2="7311050700" col3="101"/>
        <domainRow col1="2 line" col2="7311050200" col3="102"/>
        <domainRow col1="3 line" col2="7311050300" col3="103"/>
        <domainRow col1="Main 1 line" col3="101" />
	<domainRow col1="Main 2 line" col3="102" />
  	<domainRow col1="Main 3 line" col3="103" />
      </DomainListDef>
    </Domains>

Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        Dim doc As XDocument = XDocument.Load("Test.xml")
        Dim Result = doc.Root.Descendants("Domains").Elements("DomainListDef").Elements("domainRow").Where(Function(p)
                                                                                                               Return p.Attribute("col3").Value = "105"
                                                                                                           End Function)
        For Each ele In Result
            MsgBox(ele.Attribute("col1").Value)
            mainBox.Items.Add(ele.Attribute("col1").Value)
        Next


    End Sub

Public Class Form1

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        mainBox.DataSource = GetMainItems()
        mainBox.DisplayMember = "Name"
        mainBox.ValueMember = "ID"  '' в immediate window : A first chance exception of type 'System.ArgumentException' occurred in System.Windows.Forms.dll  но дальше идет

    End Sub

  
    Function GetMainItems() As List(Of MainItems)

        Dim MainItems = New List(Of MainItems)

        Dim doc As XDocument = XDocument.Load("test.xml")
        Dim Result = doc.Root.Descendants("Domains").Elements("DomainListDef").Elements("domainRow").Where(Function(p)
                                                                                                               Return IsNothing(p.Attribute("col2"))
                                                                                                           End Function)
        For Each ele In Result
            If Not IsNothing(ele.Attribute("col1")) And Not IsNothing(ele.Attribute("col3")) Then
                Debug.Print(ele.Attribute("col1").Value)
''Main 1 line
''Main 2 line
''Main 3 line

                mainBox.Items.Add(New MainItems(ele.Attribute("col1").Value, ele.Attribute("col3").Value))
            End If
        Next

        Return MainItems

    End Function


    Private Sub mainBox_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles mainBox.SelectedIndexChanged

          Try
            subBox.DataSource = GetSubItems()
            subBox.DisplayMember = "Name"
            subBox.ValueMember = "ID"
''а вот тут пишет в immediate window :A first chance exception of type 'System.ArgumentException' occurred in System.Windows.Forms.dll и при смене значений в mainBox не меняет значения в subBox
''без Try-Catch вылетает ArgumentException  was unhandled (System.ArgumentException was unhandled  HResult=-2147024809
''Message=Cannot bind to the new value member. Parameter name: value  ParamName=value)


        Catch argEx As ArgumentException

            MsgBox("ALARM")
        End Try
      


    End Sub
    Function GetSubItems() As List(Of SubItems)

        Dim SubItems = New List(Of SubItems)
        Dim oItem As MainItems = CType(mainBox.SelectedItem, MainItems)
        Dim doc As XDocument = XDocument.Load("test.xml")
        subBox.SelectedIndex = -1
        subBox.Items.Clear()
        subBox.Text = "Select..."

        Dim Result = doc.Root.Descendants("Domains").Elements("DomainListDef").Elements("domainRow").Where(Function(p)
                                                                                                               Return Not IsNothing(p.Attribute("col3")) And Not IsNothing(p.Attribute("col2"))
                                                                                                           End Function)
        Debug.Print(oItem.Value) ''103

        For Each ele In Result
            If ele.Attribute("col3").Value.Equals(oItem.Value) Then
                Debug.Print(ele.Attribute("col1").Value) ''3 line
                subBox.Items.Add(New SubItems(ele.Attribute("col1").Value, ele.Attribute("col2").Value))
            End If
        Next

        Return SubItems

    End Function


    Public Class MainItems

        Private mText As String
        Private mValue As String

        Public Sub New(ByVal pText As String, ByVal pValue As String)
            mText = pText
            mValue = pValue
        End Sub

        Public ReadOnly Property Text() As String
            Get
                Return mText
            End Get
        End Property

        Public ReadOnly Property Value() As String
            Get
                Return mValue
            End Get
        End Property

        Public Overrides Function ToString() As String
            Return mText
        End Function

    End Class

    Public Class SubItems

        Private sText As String
        Private sValue As String

        Public Sub New(ByVal pText As String, ByVal pValue As String)
            sText = pText
            sValue = pValue
        End Sub

        Public ReadOnly Property Text() As String
            Get
                Return sText
            End Get
        End Property

        Public ReadOnly Property Value() As String
            Get
                Return sValue
            End Get
        End Property

        Public Overrides Function ToString() As String
            Return sText
        End Function

    End Class

End Class

   mainBox.ValueMember = "ID"

  subBox.ValueMember = "ID"

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        mainBox.DataSource = GetMainItems()
        ''  mainBox.DisplayMember = "Name"
        ''  mainBox.ValueMember = "ID"

    End Sub

 Private Sub mainBox_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles mainBox.SelectedIndexChanged

        subBox.DataSource = Nothing
        subBox.Items.Clear()
        subBox.DataSource = GetSubItems()

    End Sub