That's an easy one. Here's some snippets:
<SELECT name="select_name"><OPTION SELECTED>Choose One</OPTION>
<?php
$who = mysql_query("SELECT * FROM table_name",$db);
while ($myrow = mysql_fetch_array($who)) {
printf(" <OPTION>%s</OPTION>\n",$myrow['field_name']);
}
?>
</SELECT>
You can just cut and paste this and change the necessary values.
Have fun!