$('#comboBx').append($("<option></option>").attr("value",key).text(value));
where comboBx is your combo box id.
or you can append options as string to the already existing innerHTML and then assign to the select innerHTML.
Edit
If you need to keep the first option and remove all other then you can use
var firstOption = $("#cmb1 option:first-child");
$("#cmb1").empty().append(firstOption);