First add a new row to the dataset you are binding to the combobox and set values for the row and then insert that row at first postion.
Dim dr As DataRow = objDs.Tables(0).NewRow()
' create a new row into the dataset
dr(0) = "-- Select --"
dr(1) = 1102
.
.
.
objDs.Tables(0).Rows.InsertAt(dr, 0)
and now bind your dataset to the combo box