Doubleclick your dropdown list and then make the code like this:

private void DropDownList1_OnChange(object sender, EventArgs e)
{
    if (DropDownList1.SelectedValue == "1")
    {
        Response.Redirect("~/Products.aspx");
    }
    elseif (DropDownList1.SelectedValue == "2")
    {
        Response.Redirect("~/Categories.aspx");
    }
    elseif (DropDownList1.SelectedValue == "3")
    {
        Response.Redirect("~/Clients.aspx");
    }
    elseif (DropDownList1.SelectedValue == "4")
    {
        Response.Redirect("~/News.aspx");
    }