If you don't want to reload the page, see these old articles on pre-AJAX DHTML data binding:
http://msdn.microsoft.com/en-us/library/ms531388(vs.85).aspx
(fwiw, this pretty much takes ASP out of the picture)
If you can reload the page, then you simply have the javascript fire a form post, then in the ASP look at the new combobox value that was submitted, run a new query based on that value, and build the second combobox with this new data.