Following is some example code:
This will look like:<form name="jump">
Page
<select name="page" onchange="location.href=jump.page.options[selectedIndex].value">
<option selected value="Page1.html">1</option>
<option value="Page2.html">2</option>
<option value="Page3.html">3</option>
<option value="Page4.html">4</option>
</select>
</form>
Page [ 1 ] (Dropdown to the right of "Page".)
When an item is selected, the URL referred to in the "value" field will be loaded. The entry "selected value" is the item that is selected by default. (In this way you can have multiple pages, each of which have "themselves" as the selected value, so it appears as if the dropdown list is staying the same, and remembering the selection, while the content changes.)
If you're using frames, and want to load a URL in a specific frame, you don't need to worry about the "selected value" entry, since the navigation frame will remember its own value, and you can use "parent.content.location.href=jump.page.options[selectedIndex].value", where "content" is the name of the frame targeted.
I believe that this uses javascript, although there is no <script> definition as I'm used to here, so I'm not entirely sure. (If it does, it's a special case and it's implicit.)