If you dont want to use AJAX...
Use php to genereate the second select statement.
Surround it by a div with an id:
<div id="hidden" style="display:none;"></div>
then on the first select add
<select onchange="if(this.value<0){document.getElementById('hidden').style.display="block";}">
the "if(this.value>0)" should be used if the select boxes values are an integer... and the fisrst one is something like this... "<option value=0>Select one...</option>"
Of course you should put the style in an external stylesheet file, as well as turn that javascript line into a function and put it into an external js file