Try this...
<script>
function findIt(){
typedVal = document.myForm.myText.value + String.fromCharCode(window.event.keyCode)
window.status = typedVal
theSelect = document.getElementById("mySelect"

for (x=0; x<theSelect.options.length; x++){
if(typedVal.toLowerCase() == theSelect.options[x].value.toLowerCase().substr(0,typedVal.length)){
theSelect.selectedIndex = x
}
}
}
</script>
<form name="myForm">
<input name="myText" onKeyPress="findIt()">
<select id="mySelect">
<option value="">
<option value="Alabama">Alabama
<option value="Alaska">Alaska
<option value="Maryland">Maryland
<option value="Minnesota">Minnesota
<option value="Missouri">Missouri
</select>
</form>
Programming today is a race between software engineers striving to build better and bigger idiot-proof programs, and the Universe trying to produce bigger and better idiots. So far, the Universe is winning. - Rick Cook (No, I'm not Rick)