WPF Combobox DefaultValue (Please Select)

All good answers that has been supplied, but I used the following to solve my problem

<ComboBox SelectedIndex="0">
    <ComboBox.ItemsSource>
        <CompositeCollection>
            <ListBoxItem>Please Select</ListBoxItem>
            <CollectionContainer Collection="{Binding Source={StaticResource YOURDATASOURCE}}" />
        </CompositeCollection>
    </ComboBox.ItemsSource>
</ComboBox>

Thanks for everyone who has helped!