Unable To Bind DropDownList Using ADO.NET

I m using the following code to bind dropdownlist using ADO.NET

Code:
Protected Sub HeadsData()
Dim conn As SqlConnection
Dim cmd As SqlCommand
Dim reader As SqlDataReader
Dim constr As String = ConfigurationManager.ConnectionStrings("ams").ConnectionString
conn = New SqlConnection(constr)
cmd = New SqlCommand("Select HeadId,HeadName from Heads Order By HeadName", conn)
conn.Open()
reader = cmd.ExecuteReader()
While reader.Read
cmbType.DataSource = reader
cmbType.DataTextField = "HeadName"
cmbType.DataValueField = "HeadId"
cmbType.DataBind()
End While
End Sub

I have 5 records in Heads table, but when i run the project it misses the first record and shows the remaining 4 in dropdownlist. Is there anything worng with this code ?