Add new Row into comboBox in Windows Form

Try this:

try
{
  if(sqlCon.State==ConnectionState.Closed)
  {
    sqlCon.Open()
  }
  SqlDataAdapter Sqlda=new SqlDataAdapter("StudentViewAll", sqlCon);
  da.Fill(d); // it's assumed 'd' is a DataSet
  DataTable dtbl = d.Tables[0]; // get first or only table
  DataRow dr = dtbl.NewRow();
  dr["Name"] = "-Select-";
  dr["id"] = 0; // say
  dtbl.Rows.InsertAt(dr, 0); // insert at index 0
  combBox1.DataSource = dtbl;
  comboBox1.DisplayMember="Name";
  comboBox1.ValueMember="id";
}
catch(Exception)
{
  throw;
}

And, if you want to prevent the user from selecting the inserted row, you can handle the combobox's SelectedIndexChanged event as follows:

private void comboBox1_SelectedIndexChanged(object sender, EventArgs e)
{
   if (comboBox1.SelectedIndex == 0) comboBox1.SelectedIndex = 1;
}