Yes, the use the onChange event handler. Here's the JavaScript code that I use with my drop-down boxes to direct the user to the appropriate page. Put this code in your HEAD section:
<script language="JavaScript">
<!--
function MM_jumpMenu(targ,selObj,restore){ //v3.0
eval(targ+".location='"+selObj.options[selObj.selectedIndex].value+"'"

;
if (restore) selObj.selectedIndex=0;
}
//-->
</script>
Here's the code for the drop-down box. This will go in the desired location in your BODY:
<form NAME="form1">
<div align="left">
<p>
<select name="menu1" onChange="MM_jumpMenu('parent',this,0)">
<option value="Link1.html" selected>Link1</option>
<option value="Link1.html">______________</option>
<option value="Link1.html">Link1</option>
<option value="Link2.html">Link2</option>
<option value="Link3.html">Link3</option>
</select>
</p>
</div>
</form>
Good luck!