Well! as far as i understood your question. If you want to redirect your client on option clicking then this might be helpfull
<select id="opts" onchange="GotoPage()">
<option value="0">SELECT</option>
<option value="index.html">Home</option>
<option value="page.html">Page</option>
<option value="setting.html">Setting</option>
<option value="go.html">Go</option>
</select>
In Script as:
<script type="text/javascript">
function GotoPage()
{
var loc = document.getElementById('opts').value;
if(loc!="0")
window.location = loc;
}
</script>