use combo box to read data in SQL Server 2005 db

I could really use a lot of help on how to code a combo box in Microsoft Visual Studio if I am connected to SQL Server 2005 db.
I'm not even sure where to begin.  I'm connected to the db and I can move previous and next and all of the fields on the form change the way I would expect.  But I want to be able to select a FileNo from the combo box and have it fill the form with the correct data.  

I have tried creating the following view in SQLServer 2005 but it won't even compile...

SELECT     FileNo, SSN, FirstName, MiddleName, LastName, Dependants
FROM         dbo.tblClientInfo
WHERE     (FileNo = @FileNo)

If I take off the Where clause (just to get something to work) I can save it.  So I tired using the followng   code in the SelectedIndexChanged property of my cboFileNo combo box.  It complies but when I select a file number from the dropdown menu I get the errors
Relax or turn off constraints in your DataSets.
Clear datasets before loading them from view state.
Code in the SelectedIndexChanged property:
   Private Sub LoadByFileNo(ByVal sender As System.Object, ByVal e As System.EventArgs)
        Me.VuLkUpFileNoTableAdapter.Fill(Me.ServicesDataSet.vuLkUpFileNo)
    End Sub

I don't even know if I'm on the right track.  I have viewed many "how to" videos on VB.net but none of them have an example using a dropdown menu the way I want.

I could really use some detailed help.  A link to detailed instructions on how to create a combo box would also work.
Thanks in advance!