I don't know how your database is setup, but let's say you have the filename of the "already selected value" in the DB, and you assign it to $filename. From there, it's really simple to do something like this:
if ($file == $filename)
{
echo "<option value='$file' SELECTED>$file</option>";
}
That will make it selected by default. If you want it to show up at the top of the list however, that's a different story, one that I can't solve without two foreach() loops.