Hi  zeynab,
Check this example. Now please take its reference and correct your code.
Database
For this sample I have used of NorthWind database that you can download using the link given below.
Download Northwind Database
HTML
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js"></script>
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/select2/4.0.3/css/select2.min.css" />
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/select2/4.0.3/js/select2.min.js"></script>
<script type="text/javascript">
    $(function () {
        $(".js-example-placeholder-single").select2({
            placeholder: "Select",
            allowClear: false
        });
        $('#ddl1').on('change', function () {
            $('#<%=hfSelected.ClientID%>').val($(this).val());
        });
    });
</script>
<asp:DropDownList ID="ddl1" Width="300px" runat="server" multiple="multiple" CssClass="form-control js-example-placeholder-single"
    ToolTip="Select ">
</asp:DropDownList>
<asp:HiddenField ID="hfSelected" runat="server" />
<asp:Button Text="Selected Country" runat="server" OnClick="GetSelected" />
Namespaces
C#
using System.Data;
using System.Configuration;
using System.Data.SqlClient;
VB.Net
Imports System.Data.SqlClient
Imports System.Data
Code
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        PopulateDropDownList();
    }
}
private void PopulateDropDownList()
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    string query = "SELECT DISTINCT Country FROM Customers WHERE Country IS NOT NULL";
    SqlCommand cmd = new SqlCommand(query);
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlDataAdapter sda = new SqlDataAdapter())
        {
            cmd.Connection = con;
            sda.SelectCommand = cmd;
            using (DataSet ds = new DataSet())
            {
                sda.Fill(ds);
                ddl1.DataSource = ds;
                ddl1.DataTextField = "Country";
                ddl1.DataValueField = "Country";
                ddl1.DataBind();
            }
        }
    }
}
protected void GetSelected(object sender, EventArgs e)
{
    string selectedCountries = hfSelected.Value;
    string countries = "";
    for (int i = 0; i < selectedCountries.Split(',').Length; i++)
    {
        countries += selectedCountries.Split(',')[i] + " \\n";
    }
    ClientScript.RegisterClientScriptBlock(this.GetType(), "", "alert('Selected Countries: \\n" + countries + "')", true);
    ddl1.SelectedIndex = -1;
    hfSelected.Value = "";
}
VB.Net
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        PopulateDropDownList()
    End If
End Sub
Private Sub PopulateDropDownList()
    Dim conString As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Dim query As String = "SELECT DISTINCT Country FROM Customers WHERE Country IS NOT NULL"
    Dim cmd As SqlCommand = New SqlCommand(query)
    Using con As SqlConnection = New SqlConnection(conString)
        Using sda As SqlDataAdapter = New SqlDataAdapter()
            cmd.Connection = con
            sda.SelectCommand = cmd
            Using ds As DataSet = New DataSet()
                sda.Fill(ds)
                ddl1.DataSource = ds
                ddl1.DataTextField = "Country"
                ddl1.DataValueField = "Country"
                ddl1.DataBind()
            End Using
        End Using
    End Using
End Sub
Protected Sub GetSelected(ByVal sender As Object, ByVal e As EventArgs)
    Dim selectedCountries As String = hfSelected.Value
    Dim countries As String = ""
    For i As Integer = 0 To selectedCountries.Split(","c).Length - 1
        countries += selectedCountries.Split(","c)(i) & " \n"
    Next
    ClientScript.RegisterClientScriptBlock(Me.[GetType](), "", "alert('Selected Countries: \n" & countries & "')", True)
    ddl1.SelectedIndex = -1
    hfSelected.Value = ""
End Sub
Screenshot
