ADO.Net

I think that what you are describing is called cascading, as in Cascading Dropdown & Multiselect option in ListBox using WPF. That article probably does not help much but at least it shows that the term cascading is relevant to your question. See this for other possibilities. If you don't find an article in this web site that helps you, then try searching outside this web site. Also, "master detail" is the same or similar, as in here.

protected void Page_Load(object sender, System.EventArgs e)
{
getcategorydetails();
}
public void getcategorydetails()
{
DataSet ds = new DataSet();
ds = getbuying_product(companyid, Strings.Replace(Strings.Trim(category.SelectedItem.Value), "'", "''"));
category.DataSource = ds.Tables[0];
category.DataTextField = ds.Tables[0].Columns["productname"].ColumnName.ToString();
category.DataValueField = ds.Tables[0].Columns["productcode"].ColumnName.ToString();
category.DataBind();
}
public void getproductdetails()
{
DataSet ds = new DataSet();
ds = getbuying_product(companyid, Strings.Replace(Strings.Trim(category.SelectedItem.Value), "'", "''"));
product.DataSource = ds.Tables[0];
product.DataTextField = ds.Tables[0].Columns["productname"].ColumnName.ToString();
product.DataValueField = ds.Tables[0].Columns["productcode"].ColumnName.ToString();
product.DataBind();
}
public void getquantitydetails()
{
DataSet ds = new DataSet();
ds = getbuying_product(companyid, Strings.Replace(Strings.Trim(category.SelectedItem.Value), "'", "''"));
quantity.DataSource = ds.Tables[0];
quantity.DataTextField = ds.Tables[0].Columns["productname"].ColumnName.ToString();
quantity.DataValueField = ds.Tables[0].Columns["productcode"].ColumnName.ToString();
quantity.DataBind();
}

public DataSet getbuying_product(string companyid, string categoryvalue)
{
string query = null;
query = "select c.categorycode , b.productname , b.productcode from brc_buying_productdetail c , brccategoryproductmaster b " + "where c.categorycode = b.categorycode and c.productcode = b.productcode and c.companyid='" + companyid + "' and c.categorycode='" + categoryvalue + "' and b.status='Y'";
DataSet ds = null;
ds = new DataSet();
ds = returndataset(query, CommandType.Text);
return ds;
}


protected void category_SelectedIndexChanged(object sender, System.EventArgs e)
{
getproductdetails();
}
protected void category_SelectedIndexChanged(object sender, System.EventArgs e)
{

getquantitydetails
}

and also check sql server status
fro sqlconnection sqlconn=new sqlconnection ()
sqlconn.open()
and also check in sql server sp_who which database is running

i) Is it required to use every connection open in every method.
Depends on method accessibility, in web apps we usually uses following

    public string GetConnectionString()
    {
        return System.Configuration.ConfigurationManager.ConnectionStrings["ArticlesConnectionString1"].ConnectionString;
    }

//and then 

SqlConnection myConnection = new SqlConnection(GetConnectionString());

ii) Sample Code

        private void OnLoad(object sender, System.EventArgs e)
        {
            ListCategories();
        }


        private void comboBox1_SelectedIndexChanged(object sender, EventArgs e)
        {
            ListCategories1();
        }


        private void comboBox2_SelectedIndexChanged(object sender, EventArgs e)
        {
            //work on next task here
        }


        private void ListCategories()
        {
            sqlCon = new SqlConnection();
            sqlCon.ConnectionString = Common.GetConnectionString();


            cmd = new SqlCommand();
            cmd.Connection = sqlCon;
            cmd.CommandType = CommandType.Text;
            cmd.CommandText = "SELECT * FROM Categories";


            sqlDa = new SqlDataAdapter();
            sqlDa.SelectCommand = cmd;


            ds = new DataSet();
            try
            {
                sqlDa.Fill(ds, "Category");


                DataRow nRow = ds.Tables["Category"].NewRow();
                nRow["CategoryName"] = "List All";
                nRow["CategoryID"] = "0";
                ds.Tables["Category"].Rows.InsertAt(nRow, 0);


                //Binding the data to the combobox.
                cmbCategory.DataContext = ds.Tables["Category"].DefaultView;


                //To display category name (DisplayMember in Visual Studio 2005)
                cmbCategory.DisplayMemberPath =
                    ds.Tables["Category"].Columns["CategoryName"].ToString();
                //To store the ID as hidden (ValueMember in Visual Studio 2005)
                cmbCategory.SelectedValuePath =
                    ds.Tables["Category"].Columns["CategoryID"].ToString();


            }
            catch (Exception ex)
            {
                MessageBox.Show("An error occurred while loading categories.");
            }
            finally
            {
                sqlDa.Dispose();
                cmd.Dispose();
                sqlCon.Dispose();
            }


        }


        private void ListCategories1()
        {
            sqlCon = new SqlConnection();
            sqlCon.ConnectionString = Common.GetConnectionString();


            cmd = new SqlCommand();
            cmd.Connection = sqlCon;
            cmd.CommandType = CommandType.Text;
            cmd.CommandText = "SELECT * FROM Categories";


            sqlDa = new SqlDataAdapter();
            sqlDa.SelectCommand = cmd;


            ds = new DataSet();
            try
            {
                sqlDa.Fill(ds, "Category");


                DataRow nRow = ds.Tables["Category"].NewRow();
                nRow["CategoryName"] = "List All";
                nRow["CategoryID"] = "0";
                ds.Tables["Category"].Rows.InsertAt(nRow, 0);


                //Binding the data to the combobox.
                cmbCategory.DataContext = ds.Tables["Category"].DefaultView;


                //To display category name (DisplayMember in Visual Studio 2005)
                cmbCategory.DisplayMemberPath =
                    ds.Tables["Category"].Columns["CategoryName"].ToString();
                //To store the ID as hidden (ValueMember in Visual Studio 2005)
                cmbCategory.SelectedValuePath =
                    ds.Tables["Category"].Columns["CategoryID"].ToString();


            }
            catch (Exception ex)
            {
                MessageBox.Show("An error occurred while loading categories.");
            }
            finally
            {
                sqlDa.Dispose();
                cmd.Dispose();
                sqlCon.Dispose();
            }
        }

(iii) Check SQL Server Open Close Status
you may try this, i'm not sure with this
if (oconn.State == ConnectionState.Closed)

Hi,

 Try this. Check SQl Connection. you can use SelectionChangeCommited() Event handler of  each Combo Boxes to change Datasource according to Selection.