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How to add additional drop-down values to DropDownList,
such as an initial "(Select a State)" value,
that are not part of the databound result?
Please read Scott Guthrie blog.

See http://msdn.microsoft.com/system.web.ui.webresourceattribute.aspx.

Thanks to Hannes Preishuber  feedback,
I found how to write it with WebBrowser control (C# version)

object obj = webBrowser1.ActiveXInstance;
HtmlDocument hd = webBrowser1.Document;
IHTMLDocument2 axObj = hd.DomDocument as IHTMLDocument2;
axObj.designMode = "On";