I don't have a demo of this exact thing.
You need to think about this in a different way. First, say you have 10 or 20 of these select lists, you can't have different ajax calls for each of them as it would get very messy very quickly, and your code would be a nightmare to maintain.
Have something like this:
<form name="filter_form">
<select onchange="getData()" name="filter">
<option value="some_value">some value</option>
</select>
etc...
</form>
and then in your javascript function, something like this:
function getData()
{
select_objs = document.forms['filter_form'].getElementsByTagName('select');
filters = Array();
for(i=0; i<select_objs.length; i++)
{
filters.push(select_objs[i].value);
}
filter_string = filters.join(',');
// make your ajax call here
}
Finally, in your PHP script, you can do something like:
$filter_string = mysql_real_escape_string($_GET['filter_string']); // for sanitising the data
$query = "SELECT * FROM `some_table` WHERE `some_field` IN ($filter_string)";
$result = mysql_query($query);
That's untested, but it should give you a rough idea about how to go about putting it all together for your own needs.