Thats what the wise and great rad said about doing it in js:
cya Rob
"you can do this with JS. define a javascript array, indexed by the values of the first select. each element of this array is then another array which contains the options for the second select corresponding for the entry in the first select. (did that make sense?) then when you make a selection in the first select, write the appropriate elements to the options array of the second select.
clear as mud ;-)
and, of course, you can get php to build all these arrays for you from a database 🙂"