Yes you can, but you can't use HTML for that. You must code some client side language like JavaScript.
<select name="Company" id="Company">
<option value="08">08</option>
<option value="09">09</option>
<option value="33">33</option>
<option value="18">18</option>
<option value="17">17</option>
</select>
<script type="text/javascript">
document.getElementById('Company').value = "09";
</script>
I recommend you to read some JavaScript resources and jQuery too. It will be very useful.