hi ...
yep ... not a bad task for a newbie ;) ... first let me try to explain how the things would work with ajax (in simple words ;) ) ... and i think ajax is the best way to do that.
Probably your first menulist should come from a database too ... and so we would create a page that displays the menulist with the states you mentioned. With ajax you would only create a page that has an outline, some divs or other document-nodes, that are used as a container for the data that should be displayed when the user performs any action on the page. so you would call a javascript-function 'onload' of your page, that performs an ajax-request and 'onfinalize' it fills your first menulist with the states. For that purpose you basically need 3 things ... the mentioned function that accepts parameters (servicename, language, whatever you want to pass to the server) and sends the XMLHttpRequest (Post/Get) to the server ... the second: a serverside script (php, asp, whatever) that may be invoked by your request (in our case one or more that performs our SQL-queries that gives us the states, counties, etc.) ... and the third: a callback-function that computes the response from your serverside script. in our case that would be a function that may construct the option-nodes for your menulist, probably you use dom-scripting-methods (createElement, appendChild, ...) for that purpose. so whenever an event occurs in your page you would follow this pattern ... assuming you want to create a good page with the 'ajax-technique' ...
it is very difficult to show it here with snippets or to show what you have to code ... and there are a lot of tutorials out there, for example:
AJAX-Tutorial - http://www.w3schools.com/ajax/ajax_intro.asp
if you have some things done ... then ask more specific questions here, and we may help you much better ;) ... than with such common hints. But: try an ajax-tutorial before using a framework ... it will greatly help you to understand what happens in the background and it will give you an idea how such frameworks work! ... with that knowledge you will be able to build slick code and applications ... the frameworks out there handle the ajax-requests for you ... of course ... but they give you a bunch of other things too ... mostly a lot of good ui-widgets that you may use for your application ... but for the purpose you have at the moment ... you only need a request, knowledge in dom-scripting, and may be ... if you have to code your serverside for yourself ... knowledge in any serverside-language to create your services there ...
hope this helps to get you on track to solve your problem ...
kind regards ...
ps: don't hesitate to try to handle the XMLHttpRequest with your own code ... ;) i promise ... there is nothing magic or very difficult with that ... but you have to try it for yourself ... you will see ... it is not much to code for this purpose ...