So I wanted to sum this up into a cogent answer to my own question. I need to give credit where it is due, however, because I could not be answering were it not for some great thoughts from others.
First of all, I needed a Try-Catch block around my code. If I'd had that, I would have gotten the information that I did not have a good connection to the db. Thank you Dario-Ramos!
Second, I needed a good connection string and to explicitly connect to the db. Obviously. Thank you, Azhar Khorasany!
Finally, as suggested by Eslam Gamal, I needed to set the command type to "stored procedure," and execute as follows:
sc.CommandType = CommandType.StoredProcedure;
SqlDataReader dr = sc.ExecuteReader();
Thank you all for your suggestions. I learned some valuable lessons and my combo boxes get populated!