I managed to get it. But is this the right way of doing it since I am fetching only one entity
var countrydatasource = new EntityCollection(new CountryEntityFactory());
var countrydatasourceadapter = new DataAccessAdapter();
var bucket = new RelationPredicateBucket();
bucket.PredicateExpression.Add(CountryFields.Flag == 0); // Filter by flag = 0
countrydatasourceadapter.FetchEntityCollection(countrydatasource, bucket); //retrieve data from table country
countrydatasource.Sort((int)CountryFieldIndex.Description, ListSortDirection.Ascending); //sort data by description in ascending order
cmbcountryid.DataSource = countrydatasource;
cmbcountryid.ValueMember = "COUNTRYID";
cmbcountryid.DisplayMember = "DECRIPTION";
cmbcountryid.SelectedIndex = -1;
countrydatasourceadapter.CloseConnection(); // close connetion
regards,shekar