If you mean something like a drop-down menu in form of a select box, that's easy.
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<SELECT NAME="selectfieldname" SIZE=1>
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<OPTION>Option1 <OPTION>Option2
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<OPTION>Option3
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<OPTION>Option4
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<OPTION>Option5
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</SELECT>
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The 'SELECT NAME=' part of the form is a way to name the field. This is mainly used for $_REQUESTS which are initiated by a server-side script.
The 'SIZE=' part indicates how many options to show at a time. The web-industry standard is '1', because if multiple options were able to shown at once, there would be no reason to even have a select field.
Each '<OPTION>' is a user-selectable option that will be referenced by the select field when the form is submited. In essence, the <OPTION> parts of the form are similar to that of a "Value=" attribute of a button.
Hope this helps.