I've reduced my problem to the following code snipped (using the Northwinds
database). It's in VB.NET with a single form containing a single combo box
and some other control that can receive focus. Place the code in the form's
Load event:

       Dim connection As SqlConnection = New SqlConnection( "Data
Source=IPBSFIXED3;Initial Catalog=Northwind;User ID=sa;" )
       Dim command As SqlCommand = New SqlCommand( "SELECT ProductID,
ProductName FROM Products", connection )
       Dim adapter As SqlDataAdapter
       Dim ds As DataSet
       ds = New DataSet( )
       adapter = New SqlDataAdapter( command )
       adapter.Fill(ds)

       Dim dt As DataTable = ds.Tables(0)
       Dim dr As DataRow = dt.NewRow( )
       dr("ProductID") = -1
       dr("ProductName") = "-- Not selected --"
       dt.Rows.InsertAt( dr, 0 )
       ComboBox1.DataSource = ds.Tables(0)
       ComboBox1.DisplayMember = "ProductName"
       ComboBox1.ValueMember = "ProductID"

       command = New SqlCommand( "select * from [Order Details] where
OrderID=10248 and productid=11", connection )
       adapter = New SqlDataAdapter( command )
       ds = New DataSet( )
       adapter.Fill( ds )
       myData = ds.Tables(0)

       ComboBox1.DataBindings.Add( "SelectedValue", myData, "ProductID" )

Essentially, I'm:
- retrieving data from the Products table
- Inserting a row at the beginning
- Binding to the combo box
- Retrieving a table with some order details
- Binding the "ProductID" column to the currently selected combo box item

The problem is when I select the first value ("-- Not selected --"), nothing
else can receive focus. I can't even close the application.

Hopefully it's related to this issue:
http://groups.google.com/groups?q=insertat&hl=en&lr=&ie=UTF-8&group=microsoft.pu
blic.dotnet.framework.windowsforms.databinding&selm=esknemGvCHA.2600%40TK2MSFTNG
P11&rnum=2

because that's a variation a similar problem I'm having (and the suggested
solution doesn't work).