Use JavaScript instead.
<script language="text/javascript">
function changeAction() {
document.frmMonths.action=document.frmMonths.fp.value+'.php';
}
//give your form a default action
document.frmMonths.action='0.php';
</script>
<form name="frmMonths" method="GET" action="">
<select size="1" name="fp" onchange="changeAction();">
<option value=0>July<br>
<option value=1>August<br>
<option value=2>September<br>
<option value=3>October<br>
<option value=4>November<br>
<option value=5>December<br>
<option value=6>January<br>
<option value=7>February<br>
<option value=8>March<br>
<option value=9>April<br>
<option value=10>May<br>
<option value=11>June<br>
</select>
<input type="submit" value="Submit" name="submit">
</form>
This isn't perfect, but you need a client-side script to do what you want.
You could also code a php script to grab the value from the select box and output code dependant on that.