if dropdown having "Select" and if it it placed on Zeroth Index then it will not Redirect
Try to Give Selected Value like this...
protected void DropDownList1_OnSelectedIndexChanged(object sender, EventArgs e)
{
if (DropDownList1.SelectedValue == "F")
{
Response.Redirect("fracture.aspx");
}
else if (DropDownList1.SelectedValue =="O")
{
Response.Redirect("Osteoporosis.aspx");
}
else if (DropDownList1.SelectedValue =="J")
{
Response.Redirect("joints.aspx");
}
else
{
lbldmsg.Text = "Can't Redirect";
}
}