I think this would depend on what the action you wanted to do actually was
Asma...

If it was something simple, perhaps displaying some text or an alert box to
the user, you could use Javascipt, and the controls onChange event...

Example here:
http://www.quirksmode.org/js/select.html

If you wanted to do something more substantial, perhaps some database work
or whatever, then you might want to look at ASP (Active Server Pages) or
ASP.Net - both of which have some good groups on the microsoft.public news
server.

HTH

Rob