nikolski,
Вариант ...
<!DOCTYPE html>
<html>
<head>
<meta http-equiv="content-type" content="text/html; charset=windows-1251" />
<title></title>
</head>
<body>
<select name="fg" onchange="fn()" >
<option value="zero" >- выберите -</option>
<option value="aaa" >aaa</option>
<option value="bbb" >bbb</option>
<option value="ссс" >ccc</option>
<option value="ddd" >ddd</option>
</select>
<script type="text/javascript">
var fn = function () {
var a = document.getElementsByName("fg")[0],
b = a.options[a.selectedIndex||0].value;
return function () {
return confirm("Вы уверены") ? b = a.value : a.value = b
}
}();
</script>
</body>
</html>