Alla fine ho fatto così:

Protected Sub DDLPostaz_Init(sender As Object, e As EventArgs) Handles DDLPostaz.Init

Dim connectionString As String = "Data Source=.\SQLEXPRESS;Database=nnnnnnn;Integrated Security=True;"
Using connection As New SqlConnection()
connection.ConnectionString = connectionString
connection.Open()
Dim Command As SqlCommand = New SqlCommand("SELECT * FROM * ;", connection)
Dim Reader As SqlDataReader = Command.ExecuteReader()
Dim varD, varC As String
varD = "-"
varC = ""
Dim i As Int16
i = 0
Dim ArrayColori(7) As String
ArrayColori(0) = "teal;"
ArrayColori(1) = "red;"
ArrayColori(2) = "green;"
ArrayColori(3) = "blue;"
ArrayColori(4) = "black;"
ArrayColori(5) = "navy;"
ArrayColori(6) = "fuchsia;"
Do While Reader.HasRows
Do While Reader.Read()
Try
If Reader.Item("D") <> varD Then
DDLPostaz.Items.Add(New ListItem("*************************************************************************************"))
varD = Reader.Item("D")
varC = ArrayColori(i).ToString
i = i + 1
ElseIf idP = Reader.Item("P") Then
DDLPostaz.Items.Add(New ListItem((Reader.Item("D")).ToString, (Reader.Item("P").ToString)).Selected)
ElseIf Reader.Item("TM") = "***" Then
Dim myItem As ListItem = New ListItem((Reader.Item("D")).ToString, (Reader.Item("P").ToString))
myItem.Attributes.Add("style", "color:blue; background-color:yellow;")
DDLPostaz.Items.Add(myItem)
Else
Dim myItem As ListItem = New ListItem((Reader.Item("D")).ToString, (Reader.Item("P").ToString))
myItem.Attributes.Add("style", "color:" & varColore)
DDLPostaz.Items.Add(myItem)
End If
Catch ex As Exception
Response.Write(ex.Message())
End Try
Loop
Reader.NextResult()
Loop
connection.Close()
End Using

End Sub

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Modificato da robycave il 06 luglio 2017 16.51 -