Just create a ListItem so that you can create the items to be added to the list. Then add them like the following example.
This will populate a list of 4 items in the drop down list. They are
All, Titles, Actor, DescriptionCODE
Dim ddlItem As ListItem
If Not IsPostBack Then
ddlFilter.Items.Clear()
ddlItem = New ListItem
ddlItem.Text = "All"
ddlItem.Value = "All"
ddlFilter.Items.Add(ddlItem)
ddlItem = New ListItem
ddlItem.Text = "Titles"
ddlItem.Value = "MovieTitle"
ddlFilter.Items.Add(ddlItem)
ddlItem = New ListItem
ddlItem.Text = "Actor"
ddlItem.Value = "Actor"
ddlFilter.Items.Add(ddlItem)
ddlItem = New ListItem
ddlItem.Text = "Description"
ddlItem.Value = "Description"
'Now that the ListItems are created, last step is to add them to the drop down list.
ddlFilter.Items.Add(ddlItem)
End If