If you wish for the second listbox to be populated on the same page (without calling another script or refreshing the page) PHP can't do it. You will have to use Javascript. PHP is a Server-Side language meaning anything you need to do with PHP happens before the HTML is sent to the browser. Javascript is a Client-Side language which means it acts after the HTML has been sent to the browser.
If you look on google you should be able to find lots of scripts that do what you want.