You can add it programmatically or in the markup, but if you add it programmatically, rather than Add
the item, you should Insert
it as position zero so that it is the first item:
ddlColor.DataSource = from p in db.ProductTypes
where p.ProductID == pID
orderby p.Color
select new { p.Color };
ddlColor.DataTextField = "Color";
ddlColor.DataBind();
ddlColor.Items.Insert(0, new ListItem("Select Color", "");
The default item is expected to be the first item in the list. If you just Add
it, it will be on the bottom and will not be selected by default.