Try something like:
using System.Globalization;
//...
CultureInfo[] cultures = CultureInfo.GetCultures(CultureTypes.InstalledWin32Cultures);
string[] languages = new string[cultures.Length];
for (int i = 0; i < cultures.Length; i++)
{
languages[i] = cultures[i].DisplayName;
}
Array.Sort(languages);
CultureInfo currentCulture = CultureInfo.CurrentCulture;
string currentLanguage = currentCulture.DisplayName;
int index = Array.IndexOf(languages, currentLanguage);
comboBox1.DataSource = languages;
comboBox1.SelectedIndex = index;