how to initialize first item in drop down box

 I have a drop down list box that is loaded from a sqlDataSource object. I want to initialize the drop down listbox so that the first item says something like " ** Select **"
How do I do this?  I tried initializing it in my code behind file but it didn't work. How can I have the first item as **Select** even though the other values come from a data source?
ListItem listItem = new ListItem();
            listItem.Value = "0";
            listItem.Text = "**Select **";
            ddlGroupNames.Items.Insert(0, listItem);
...