Use the insert html code fragment tool. Here is some sample script:

<form name="dropdown">
  <label>Search <u>E</u>ngines</label>
  <select name="list" accesskey="E">
     <option selected>Please select one</option>
     <option value="http://search.msn.com/">MSN Search</option>
     <option value="http://www.google.com/">Google</option>
     <option value="http://www.search.com/">Search.com</option>
     <option value="http://www.dogpile.com/">Dogpile</option>
  </select>
  <button onclick="goToPage(document.dropdown.list.options(
     document.dropdown.list.selectedIndex).value)">Go</button>
</form>

Or perhaps check this out:
http://www.htmlbasix.com/dropmenu.shtml

DavidF