You just change the code from stn_list.text to stn_list.selectedValue on the form any selected value true of combobox to change with the selected = false.
Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
con.Open()
stn_list.Items.Clear()
Dim cmd4 As New SqlCommand("Select distinct stn from zonemaster", con)
Dim dr4 As SqlDataReader = cmd4.ExecuteReader
While (dr4.Read)
stn_list.Items.Add(IIf(IsDBNull(dr4("stn")), "Null", dr4("stn")))
End While
con.Close()
End Sub
Protected Sub stn_list_SelectedIndexChanged(ByVal sender As Object, ByVal e As System.EventArgs) Handles stn_list.SelectedIndexChanged
con.Open()
party_list.Items.Clear()
Dim stn As String
stn = ""
stn = stn_list.SelectedValue;
Dim cmd5 As New SqlCommand("Select consignor from partymst where left(datatr,3)='" & stn & "'", con)
Dim dr5 As SqlDataReader = cmd5.ExecuteReader
While (dr5.Read)
party_list.Items.Add(IIf(IsDBNull(dr5("consignor")), "Null", dr5("consignor")))
End While
con.Close()
End Sub