You could do this after the DropDownList is populated with your data:
//if there is one selected set it to false
DropDownList1.SelectedItem.Selected = false;
//create a new ListItem
ListItem li = new ListItem("Select One","Select One");
//let it be selected
li.Selected = true;
//check if there is allready the ListItem that we wish to be in Collection
if (!DropDownList1.Items.Contains(li))
{
//and if not insert it to the first position
DropDownList1.Items.Insert(0,li);
}