if I run my code the this Error:The connetion was not closed.The connetion current state is open is came How to debugg it

That's difficult - if not impossible - to debug without access to your machine and network, we can't replicate the problem here because we don't have enough information.
But a couple of things do spring to mind.
1) Do not concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Use Parametrized queries instead.
2) Put a Try...Catch block around that whole code and report what the problem (if any) is. Chances are there is a problem elsewhere which is causing this.
3) Use Using blocks to automatically Close and Dispose your objects.
4) That's an odd command you have there: The ORDER BY is redundant because it only returns rows with the same name anyway...

Try
    Using con As New SqlConnection(strConnect)
    	con.Open()
        Using com As New SqlCommand("SELECT * FROM studdetail WHERE [name]=@NM", con)
            com.Parameters.AddWithValue("@NM", ComboBox2.Text);
            Using dr As SqlDataReader = com.ExecuteReader()
                While dr.Read()
                    ComboBox2.Text = dr!name
                    TextBox1.Text = dr!Regno
                    TextBox2.Text = dr!class
                    TextBox3.Text = dr!division
                    ComboBox2.Items.Add(dr!name)
                End While
            End Using
        End Using
    End Using
Catch ex As Exception
    ' Report a problem using ex.Message
End Try

(And that While should probably be an If)