here is a little sample program that does what you asked:
<?
$possible_values = array('new','opened','closed','rejected');
echo "
<FORM METHOD=POST ACTION='newthing4.php'>
<SELECT Name='sales_order_status'>";
for($i=0;$i<count($possible_values);$i++)
{
//echo "HELLO" , count($possible_values) , $i;
echo "<OPTION NAME='" , $possible_values[$i] , "' ";
if($possible_values[$i] == $sales_order_status)
{
echo " SELECTED ";
}
echo ">" , $possible_values[$i];
}
echo "</SELECT>
<INPUT TYPE=SUBMIT VALUE='Submit'>
</FORM>";
?>