<select onchange="change( this );">
<option> - select - </option>
<option value="0">Google</option>
<option value="1">Yandex</option>
<option value="2">Mail</option>
</select>
<script type="text/javascript">
function change( self ) {
var links = [
'http://google.ru',
'http://yandex.ru',
'http://mail.ru'
];
document.location = links[ self.value ];
}
</script>