If you want to get list of Databases, why don't you do so on Combobox value changed event?
Anyways,I see that you are doing
private void OnSQLServerChanged(object sender, EventArgs e)
{
DatabaseCmbBox.MouseClick += DatabaseCmbBox_Click;
}
This should solve your problem
private void OnSQLServerChanged(object sender, EventArgs e)
{
DatabaseCmbBox.MouseClick -= DatabaseCmbBox_Click;
DatabaseCmbBox.MouseClick += DatabaseCmbBox_Click;
}