Code:
       SqlConnection conn;
     private void Form1_Load(object sender, EventArgs e)
        {
            conn = null;
            conn = new
                SqlConnection("Data Source=.\\SQLEXPRESS;AttachDbFilename=|DataDirectory|\\MojaBaza.mdf;Integrated Security=True;User Instance=True");
            conn.Open();

            SqlCommand cmd = new SqlCommand();
            cmd.CommandText = "select * from Tabela";

            SqlDataAdapter DataAdapter =
            new SqlDataAdapter(
            cmd.CommandText, conn);

            DataSet DataSet = new DataSet();

            DataAdapter.Fill(DataSet);

            for (int i = 0; i < DataSet.Tables[0].Rows.Count; i++)
            {
                cmbKljuc.Items.Add(DataSet.Tables[0].Rows[i].ItemArray[0]);
            }

Code:
        private void cmbKljuc_SelectedIndexChanged(object sender, EventArgs e)
        {
            SqlCommand cmd = new SqlCommand();
            cmd.CommandText = "select NazivNecega,PrezimeNecega from Tabela WHERE Kljuc='" + cmbKljuc.SelectedIndex.ToString() +"'";

            SqlDataAdapter DataAdapter =
              new SqlDataAdapter(
              cmd.CommandText, conn);

            DataSet DataSet = new DataSet();

            DataAdapter.Fill(DataSet);

            txtNazivNecega.Text = DataSet.Tables[0].Rows[i].ItemArray[0].ToString();
            txtPrezimeNecega.Text = DataSet.Tables[0].Rows[i].ItemArray[1].ToString();

        }