I just did something similar... here's my code, though I use a sybase database there are corresponding functions for ODBC I'm sure. (If I understand what you mean)
$SQLS="SELECT System FROM SYSTEM ORDER BY System ASC";
$list = sybase_query($SQLS, $linkID);
while ($rows = sybase_fetch_array($list))
{
echo "<option value='", $rows[System], "'>", $rows[System], "</option>";
}
Course you gotta put the form tag and select tag around it too. 🙂