I just did this yesterday. This is from my Page_Load(). Note that I wanted to add an initial item [Select] to encourage the user to actually select something.
ListItem lItem = new ListItem("[Select]", "-1");
DepartmentsCollection dc = new DepartmentsCollection();
dc.GetMulti(null);
DepartmentList.DataSource = dc;
DepartmentList.DataValueField = "DepartmentID";
DepartmentList.DataTextField = "Department";
DepartmentList.DataBind();
DepartmentList.Items.Insert(0, lItem);
I think you can also bind it by following the instructions in the manual to add your collection to the toolbox in VS and then dragging it to the form, etc. Hope this helps.
Jim