from your question i only understood is you want to bind data to dropdownlist as soon as wrote data in TextBox.... correct me if i am wrong.
so based on what i understood m writing solution.
there is "onblur" event for textbox
onblur you can write javascript function to add new list in your dropdown list
function AddTextboxValueToDDL(sender)
{
var text=document.getElementById('<%= TxtData.ClientID %>').value;
var opt = document.createElement("option");
document.getElementById("ddllist").options.add(opt);
opt.text = text;
opt.value = text;
}
<asp:textbox id="TxtData" onblur="AddTextboxValueToDDL(this);" runat="server" xmlns:asp="#unknown">
<asp:dropdownlist id="ddllist" runat="server" appenddatabounditems="true" />
</asp:textbox>