Woah woah woah... do you or dont you actually get sent to:
redirect.php
? Cause if you don't get sent there then thats the reason sheesh. How can it redirect you if you never get to the redirect page?
Try this for the selectbox, no Javascirpt, and click the button:
<form name="formname" method="get" action="redirect.php">
<select name="redirect">
<?php
$result = mysql_query ("SELECT href, country FROM whatever WHERE country = 2");
while ($array = mysql_fetch_array ($result)) {
print ("<option value=\"" . $array['href'] . "\">" . $array['country'] . "</option> ");
?>
</select>
<input type="submit" value="Go!">
</form>