what you say tells me two things:
a.) You have autopostback on at the combo (so finishing a selection "postbacks")
b.) ASP.NET works as expected :))
The thing is "comlicated" - a bit.
Not basically - but it depends a lot on what you do.
I guess (not sure) you set the "SelectedIndex" or something on your code behind.
If you need this initially - make a condition around it
I just added one button to the testpage (no code behind) - and you can see the combo keeps its selection.
| <asp:Button runat="server" Text="PostBack" />
You can see it at http://www.pp-p.net