i have two drop down lists ,one gets its values from sql table using this code:
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If Not Page.IsPostBack Then


            Dim groupidd As String
            groupidd = Session("group")
            Dim MySQL As String = " select [station_id],[station_name],type from station "
            Dim myConn As SqlConnection = New SqlConnection("***")
            Dim objDR As SqlDataReader
            Dim Cmd As New SqlCommand(MySQL, myConn)


            myConn.Open()
            objDR = Cmd.ExecuteReader(System.Data.CommandBehavior.Clos eConnection)
            ddl.DataSource = objDR
            ddl.DataValueField = "station_id"
            ddl.DataTextField = "station_id"
            ddl.DataBind()
            myConn.Close()
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the other one should get its value from the value of the drop down list item chosen above through this code:
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Private Sub ddl_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ddl.SelectedIndexChanged
        Dim MySQL As String = "Select distiller_id,distiller_name from distiller inner join station on distiller.station_id=station.station_id and distiller.station_id='& ddl.SelectedValue & ' "
        Dim myConn As SqlConnection = New SqlConnection("***")
        Dim objDR As SqlDataReader
        Dim Cmd As New SqlCommand(MySQL, myConn)
        myConn.Open()
        objDR = Cmd.ExecuteReader(System.Data.CommandBehavior.Clos eConnection)
        ddlcustomer.DataSource = objDR
        ddlcustomer.DataValueField = "distiller_id"
        ddlcustomer.DataTextField = "distiller_name"
        ddlcustomer.DataBind()
        myConn.Close()
    End Sub
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but that is not happening,do anyone know whats wrong with the code?!!

Make sure you have the AutoPostBack property of the first dropdown set to TRUE.

Here is your sql query code:
 Dim MySQL As String = "Select distiller_id,distiller_name from distiller inner join station on distiller.station_id=station.station_id and distiller.station_id='& ddl.SelectedValue & ' "

You are telling the database to look for the literal string:
   "& ddl.SelectedValue & "

You are simply missing 2 ":

 Dim MySQL As String = "Select distiller_id,distiller_name from distiller inner join station on distiller.station_id=station.station_id and distiller.station_id='" & ddl.SelectedValue & "' "

-Peter

Excellent eye Peter!