Try this with sql adapter
private void LoadCourse()
{
SqlConnection conn = new SqlConnection(sasdbConnectionString);
string query = "SELECT CourseId,CourseName FROM Courses";
SqlDataAdapter da = new SqlDataAdapter(query, conn);
conn.Open();
DataSet ds = new DataSet();
da.Fill(ds, "Course");
courseComboBox.DisplayMember = "CourseName";
courseComboBox.ValueMember = "CourseId";
courseComboBox.DataSource = ds.Tables["Course"];
}