After you get the field from the table that holds the option the user selected before, you can use an if statement to see if the value of the field, matches the option value. If it does match, you want to echo selected in your HTML <option> tag.
See this example. $State_Selected was pulled from the table and holds the value of the user's previous selection. For example lets say the user previously selected Arizona as the state. $State_Selected will then equal AZ. When the PHP code reaches the the line <% if ($State_Selected == "AZ") {echo "selected";} %>, the if statement will be true and selected will be echoed. Thus the HTML select box will show Arizona first.
There are probably even less verbose ways of doing this using a look up table to populate the option values, but that is for another day.
Good Luck
<select size="1" name="State_Selected" >
<option value="AL" <% if ($State_Selected == "AL") {echo "selected";} %> >Alabama
<option value="AK" <% if ($State_Selected == "AK") {echo "selected";} %> > Alaska
<option value="AZ" <% if ($State_Selected == "AZ") {echo "selected";} %> > Arizona
<option value="AR" <% if ($State_Selected == "AR") {echo "selected";} %> > Arkansas
<option value="CA" <% if ($State_Selected == "CA") {echo "selected";} %> >California
<option value="CO" <% if ($State_Selected == "CO") {echo "selected";} %> >Colorado
<option value="CT" <% if ($State_Selected == "CT") {echo "selected";} %> >Connecticut
<option value="DE" <% if ($State_Selected == "DE") {echo "selected";} %> >Delaware