On page load event load the first drop down list with data. On selected index changed event of first drop down list, get the selected text/value of the first drop down list and based on that load second drop down list with data. On selected index changed event of second dropdown keep brak point and check. See that you have given autopostback = 'true' for the drop down lists.
protected void Page_Load (object sender, EventArgs e)
{
//Load first drop down list
}
protected void ASPxComboModule1_SelectedIndexChanged(object sender, EventArgs e)
{
//Load second drop down list based on first drop down selected text/value
}
protected void ASPxComboModule2_SelectedIndexChanged(object sender, EventArgs e)
{
//check whether this event gets fired if so then you are able to select values in your second drop down list
}