Hey  smile,
Please see below sample it's working.
HTML
MasterPage.master
<%@ Master Language="C#" AutoEventWireup="true" CodeFile="MasterPage.master.cs" Inherits="MasterPage" %>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head runat="server">
    <title></title>
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js"></script>
    <script type="text/javascript" src="http://maxcdn.bootstrapcdn.com/bootstrap/3.3.7/js/bootstrap.min.js"></script>
    <link rel="stylesheet" href="http://maxcdn.bootstrapcdn.com/bootstrap/3.3.7/css/bootstrap.min.css" />
    <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/select2/4.0.3/js/select2.min.js"></script>
    <script type="text/javascript">
        $(function () {
            $("[id*=ddlSubjects]").select2({
                placeholder: "Select",
                allowClear: false
            });
            $('[id*=ddlSubjects]').on('change', function () {
                $('[id*=hfSelected]').val($(this).val());
            });
        });
    </script>
    <asp:ContentPlaceHolder ID="head" runat="server">
    </asp:ContentPlaceHolder>
</head>
<body>
    <form id="form1" runat="server">
    <div>
        <div class="row">
            <div class="col-sm-12">
                <label class="control-label" style="margin-top: 10px;">
                    Subject Name
                </label>
                <asp:DropDownList ID="ddlSubjects" runat="server" multiple="multiple" CssClass="form-control js-example-placeholder-single"
                    ToolTip="Select ">
                </asp:DropDownList>
                <asp:HiddenField ID="hfSelected" runat="server" />
                <asp:Literal ID="Lit2" runat="server" />
                <asp:Button ID="btnSave" Text="Save " runat="server" OnClick="btnSave_Click" />
            </div>
        </div>
        <asp:ContentPlaceHolder ID="ContentPlaceHolder1" runat="server">
        </asp:ContentPlaceHolder>
    </div>
    </form>
</body>
</html>
Default.aspx
<%@ Page Title="" Language="C#" MasterPageFile="~/MasterPage.master" AutoEventWireup="true" CodeFile="Default.aspx.cs" Inherits="_Default" %>
<asp:Content ID="Content1" ContentPlaceHolderID="head" Runat="Server">
</asp:Content>
<asp:Content ID="Content2" ContentPlaceHolderID="ContentPlaceHolder1" Runat="Server">
</asp:Content>
Namespaces
C#
using System.Data;
using System.Data.SqlClient;
using System.Configuration;
Code
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        using (SqlConnection con = new SqlConnection(ConfigurationManager.ConnectionStrings["constr"].ConnectionString))
        {
            using (SqlCommand cmd = new SqlCommand("SELECT Country,CustomerId FROM Customers", con))
            {
                using (SqlDataAdapter da = new SqlDataAdapter(cmd))
                {
                    using (DataTable dt = new DataTable())
                    {
                        da.Fill(dt);
                        ddlSubjects.DataSource = dt;
                        ddlSubjects.DataTextField = "Country";
                        ddlSubjects.DataValueField = "CustomerId";
                        ddlSubjects.DataBind();
                    }
                }
            }
        }
    }
}
protected void btnSave_Click(object sender, EventArgs e)
{
    string country = string.Empty;
    string keyWords = hfSelected.Value;
    string[] arrayval = keyWords.Trim().Split(',');
    for (int i = 0; i < arrayval.Length; i++)
    {
        country = arrayval[i];
        using (SqlConnection con = new SqlConnection(ConfigurationManager.ConnectionStrings["constr"].ConnectionString))
        {
            using (SqlCommand cmd = new SqlCommand("INSERT INTO TestDemot(ClassID, SectionID,CountryId) VALUES(@CID, @SID, @Key)", con))
            {
                con.Open();
                cmd.Parameters.AddWithValue("@CID", "1");
                cmd.Parameters.AddWithValue("@SID", "111");
                cmd.Parameters.AddWithValue("@Key", country.ToString());
                cmd.ExecuteNonQuery();
                con.Close();
            }
        }
    }
}
VB.Net
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As SqlConnection = New SqlConnection(constr)
        Using cmd As SqlCommand = New SqlCommand("SELECT Country FROM Customers", con)
            Using da As SqlDataAdapter = New SqlDataAdapter(cmd)
                Using dt As DataTable = New DataTable()
                    da.Fill(dt)
                    ddlSubjects.DataTextField = "Country"
                    ddlSubjects.DataValueField = "CustomerId"
                    ddlSubjects.DataSource = dt
                    ddlSubjects.DataBind()
                End Using
            End Using
        End Using
    End Using
End Sub
Protected Sub btnSave_Click(ByVal sender As Object, ByVal e As EventArgs)
    Dim country As String = String.Empty
    Dim keyWords As String = hfSelected.Value
    Dim arrayval As String() = keyWords.Trim().Split(","c)
    For i As Integer = 0 To arrayval.Length - 1
        country = arrayval(i)
        Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
        Using con As SqlConnection = New SqlConnection(constr)
            Using cmd As SqlCommand = New SqlCommand("INSERT INTO TestDemot(ClassID, SectionID,CountryId) VALUES(@CID, @SID, @Key)", con)
                cmd.Parameters.AddWithValue("@ClassID", "1")                
                cmd.Parameters.AddWithValue("@SectionID", "111")
                cmd.Parameters.AddWithValue("@Country", country.ToString())
                con.Open()
                cmd.ExecuteNonQuery()
                con.Close()
            End Using
        End Using
    Next
End Sub
Screenshot
