I'm not terribly familiar with PerlScript but you can do it with javascript. You can look at gamewar.com's way of doing it by doing a view source on that page and just changing the necessary URL's and titles:
Here's a really simple HTML document that does the same thing but without any other confusing things going on.
<HTML><BODY>
<FORM>
<SELECT NAME="mainmenu" CLASS="menu" METHOD="POST" onChange="window.op
+en(this.options[this.selectedIndex].value,'_self')">
<OPTION VALUE="">Main Menu
<OPTION VALUE="" SELECTED>
<OPTION VALUE="http://www.perlmonks.org">Monastery Gates
<OPTION VALUE="http://www.perlmonks.org/index.pl?node=tutorial
+s">Tutorials
</SELECT>
</FORM>
</BODY></HTML>
