Oliver,
That's a javascript thing. PHP is interpreted on the server-side and has no knowledge of what that user is doing on the client side unless the user clicks a submit button. You could hack it by having the user choose an item from list one and click a button which submits the page to itself. Once the page reloads, and based on the user's choice, a new drop-list could be displayed. It's sort of a hokey way to do it, but it would work. Then again, javascript is kind of hokey, too, for the most part. I don't have any examples to show you, but I could tell you how to do it in either language if you need it.
Good luck.