WPF Data Trigger not working - ComboBox selected index is not getting set to 0

Question

I want to set the SelectedIndex of ComboBox to 0 when the SelectedItem it is bound to is null by using DataTrigger. But it is not working. Where am I going wrong?

The xaml is as follows:

<ComboBox SelectedItem="{Binding MyObject.color_master, Mode=TwoWay}"  
          ItemsSource="{Binding  MyEntities.color_master}"
          DislayMemberPath="COLOR_DESCRIPTION" >
 <ComboBox.Style>
  <Style TargetType="ComboBox">
    <Style.Triggers>                                
      <DataTrigger Binding="{Binding Path=MyObject.color_master}" Value="{x:Null}">
          <Setter Property="SelectedIndex" Value="0" />
       </DataTrigger>                                
      </Style.Triggers>
  </Style>
 </ComboBox.Style>
</ComboBox>

Here MyObject.color_master is null, but still the DataTrigger is not working !

My requirement is very simple, when nothing is selected in combobox, I want the first item to be selected.