Can anyone help?

I have created an InfoPath form which uses an XML datasource. The data
source populates a list of Grades into a drop down box - what I would like to
do is set the default value to "Select ..." to ensure that the user selects
from the drop down. After looking at the properties of the drop down I cannot
see how to set the default value to "Select ...". When the drop down box is
populated there is a blank space then the list of Grades.

I did change the XML file so that the first line read "Select ...." but
cannot see how to ensure that this value is visible when the form loads.

Cheers
Jack