I really should just be leaving you with a link to the search page as this question has been asked over and over again, however I haven't done a good deed today so here goes
<select name="select">
<?php
$array=array('value1','value2','value3');
for($i=0;$i<count($array);$i++) {
echo('<option value="'.$array[$i].'">'.$array[$i].'</option>');
}
?>
</select>