You could use a session variable, or an array in this case;
When receiving the POST data:
$_SESSION['selects'][1] = $_POST['select1'];
$_SESSION['selects'][2] = $_POST['select2'];
$_SESSION['selects'][3] = $_POST['select3'];
Redirect back to form
...and then, in your form:
<select name='select1'>
<option value='lorem'<?php if($_SESSION['selects'][1] == "lorem") echo " selected='selected'"; ?>>Lorem</option>
<option value='ipsum'<?php if($_SESSION['selects'][1] == "lorem") echo " selected='selected'"; ?>>Ipsum</option>
<option value='dolor'<?php if($_SESSION['selects'][1] == "dolor") echo " selected='selected'"; ?>>Dolor</option>
</select>
<select name='select2'>
<option value='lorem'<?php if($_SESSION['selects'][2] == "lorem") echo " selected='selected'"; ?>>Lorem</option>
<option value='ipsum'<?php if($_SESSION['selects'][2] == "lorem") echo " selected='selected'"; ?>>Ipsum</option>
<option value='dolor'<?php if($_SESSION['selects'][2] == "dolor") echo " selected='selected'"; ?>>Dolor</option>
</select>
<select name='select3'>
<option value='lorem'<?php if($_SESSION['selects'][3] == "lorem") echo " selected='selected'"; ?>>Lorem</option>
<option value='ipsum'<?php if($_SESSION['selects'][3] == "lorem") echo " selected='selected'"; ?>>Ipsum</option>
<option value='dolor'<?php if($_SESSION['selects'][3] == "dolor") echo " selected='selected'"; ?>>Dolor</option>
</select>
^ Not tested in any form, don't even remember if it's selected='selected' or something else right now, but you get the idea. 🙂