If we take the script from DigitalExpl0it as example and u r using MySql u can do next:
from first page we have already asigned variable $lan..
$sql = "SELECT DISTINCT Value, Category FROM category";
.....
while ($row = mysql_fetch_array($result)) {
/* $row[0] same as $row["Value"] and $row[1] same as $row["Category"] */
if ($row[0] == $lan) {
echo "<option value=\"$row[0]\" selected>$row[1]</option>";
}
else {
echo "<option value=\"$row[0]\">$row[1]</option>";
}
}
.....
Notice "selected" option while creating drop down menu
If u r not using any db u can use file with content something like:
1,Canada;
2,USA;
3,Belgium;
....
in this case read more obout functions file(); or fopen(); and explode();