If you want something preselected you need this:
<form ...>
<select name="test">
<option value="1">Number 1</option>
<option value="2" SELECTED>Number 2</option>
<option value="3">Number 3</option>
</select>
</form>
See that SELECTED in there, that's what you need. So, you do something like this:
print '<select name="test">';
$val=2;
for ($i=0;$i<4;$i++){
print '<option value="'.$i.'"';
if ($val==$i) print ' SELECTED';
print '>Number '.$i.'</option>';
}
print '</select>';