You must add list item in Dropdownlist for assigning the value ds.Tables[0].Rows[0]["PageName"].ToString(); to that perticular list Item
For example
List<system.web.ui.webcontrols.listitem> colors = new List<system.web.ui.webcontrols.listitem>();
colors.Add(new ListItem("Select Value", "0"));
colors.Add(new ListItem(ds.Tables[0].Rows[0]["PageName"].ToString(), "1"));
</system.web.ui.webcontrols.listitem></system.web.ui.webcontrols.listitem>
And then bind this List to your drop down list
ddlPageName.DataSource = colors;
ddlPageName.DataBind();