Forms Data Controls :: DropDownList Do Not Have Data Bound?

I got a dropdownlist do not have data bound, but populate the items from an object:

dlEmployees.ClearSelection();
// get employees
StaffBusinessCollection employeeCollection = StaffBusinessCollection.GetEmployees();
foreach (var employeeObject in employeeCollection)
{
ListItem li = new ListItem(employeeObject .EmployeeName, employeeObject .EmployeeID);
dlEmployees.Items.Add(li);
}

Now I want to get the 'Value' (ie.EmployeeID) of the selected employee.

I tried in the SelectedIndexChanged event but does not work, event the event did not get triggered:

protected void dlEmployees_SelectedIndexChanged(object sender, EventArgs e)
{
Label4.Text = dlEmployees.SelectedIndex.ToString();
}