I personally use "-1" where in your example you used "0" because when I create drop-down menus, I generally do it with the assistance of an array and index "0" means the fist item in the array. Anway, here goes:
// your HTML form
<select name="sname">
<option value="-1">Plese choose</option>
<option value="0">apple</option>
<option value="1">orange</option>
</select>
<?php
// your PHP form handling script
$choice = trim($_POST['sname']);
// simply check if the value is set to -1:
if ($choice == "-1") {
// send user back to form or whatever
}
// rest of the form handling code goes here
?>