On the initial page the link would have to contain a GET variable, just like you stated i.e.
<a href='page2.php?Option=1'>Link - Option 1</a>
<a href='page2.php?Option=2'>Link - Option 2</a>
Then on the processing page (page2.php) you would generate the select box and add the following if statements:
<select name='MySelect'>
<?php
if ( isset($_GET['Option']) && $_GET['Option'] == 1)
{
echo "<option value=''>Select option</option>";
echo "<option value='Value1' selected>Option 1</option>";
echo "<option value='Value2'>Option 1</option>";
}
else if ( isset($_GET['Option']) && $_GET['Option'] == 2)
{
echo "<option value=''>Select option</option>";
echo "<option value='Value1'>Option 1</option>";
echo "<option value='Value2' selected>Option 1</option>";
}
else
{
echo "<option value=''>Select option</option>";
echo "<option value='Value1'>Option 1</option>";
echo "<option value='Value2'>Option 1</option>";
}
?>
</select>
If you up the number of possible options in the dropdown I would probably recommend using an array of possible values. Then as you iterate through the array, if it matches just the text 'Selected' to the option.
Hope this helps...