EDIT: This is your basic mistake.. you're calling the method in ActionPerformed !!
classConstructor(){
setDiscountNames("Fixed", jComboBox1); // call this method here.. This will work.
}
If the values are printing correctly then try this..
List<String> strings = new ArrayList<String>();
while(rs.next()){
strings.add(rs.getString("Name")); // Confirm if "Name" is valid
}
cbox.addItem(strings);