combox.DataSoure = 数据源； 
combox.DisplayMember = 需要显示的字段名；
combox.ValueMember = 选项ID的字段名；
combox.Items.Insert(0,"--全部--");  //你在这添加这样一句

------解决方案--------------------
有VB.Net的代码，你翻译成C#就行了。

VB.NET code

Public Class cmbValue
    Public ReadOnly ShowText As String
    Public ReadOnly value As String
    Public Sub New(ByVal ShowText As String, ByVal value As String)
        Me.ShowText = ShowText
        Me.value = value
    End Sub
    Public Overrides Function ToString() As String
        Return ShowText
    End Function
End Class