Код:
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/html; charset=windows-1251" />
<title>Untitled Document</title>
</head>
<body>
<select id="sel">
<option>1</option><option>2</option><option>3</option>
</select>
<script type="text/javascript">
var sel = document.getElementById("sel");
var func = function(){
alert("changed");
}
sel.onchange = func;
</script>
</body>
</html>
почитать можно еще
http://www.quirksmode.org/js/introevents.html