Question

How can I bind combobox1 to dgv.Columns["cLoadName"] ? so my Combobox always be above the column header text.

Answer 1

If by “bind” you mean “show above the column” then use css to do that.
If “show same content” then you will need to bind your datasource twice – once to datagrid and once to combobox:

dgv.DataSource = ds;
dgv.DataBind();

combobox1.ValueMember = "cLoadName";
combobox1.DisplayMember = "cLoadName";
combobox1.DataSource = ds;
combobox1.DataBind();