Use optgroup
<select name="month">
<optgroup label="Month:">
<option value="January">January</option>
//all the other months
</optgroup>
</select>
etc.
or disable the option and select the title if you want the title to show - once the list is touched, the title will not be selectable.
<select name="month">
<option disabled="disabled" selected="selected">Month:</option>
<option value="January">January</option>
//all the other months
</select>