Sounds like you need javascript..
In your <head> section :
<script language="JavaScript">
<!-- Begin
function formHandler(form){
var URL = document.form.site.options[document.form.site.selectedIndex].value;
window.location.href = URL;
}
// End -->
</script>
In your <body> section:
<form name="form">
<select name="site">
<option value="">Go to....
<option value="http://www.a.com">A
<option value="http://www.b.com">B
<option value="http://www.c.com">C
</select>
<input type=button value="Go!" onClick="javascript:formHandler(this)">
</form>