Setting combo box display member in the page load

I was setting the display value of my combo box in the form load event of a
windows vb.net application. I was not able to set the display value on the
control in the form load event; I had to go change it in the property of the
control. This is a bit annoying because I always set my property value trough
code.

Is there a particular reason for this behavior?

Thanks.