No me quedó muy claro tu código, pero las modificaciones serían más o menos así:
Cita: <%
Set Conn = Server.CreateObject("ADODB.Connection")
Conn.Open "DRIVER={Microsoft Access DRIVER (*.mdb)};DBQ=\\servidor\bd.mdb"
region_Sql = "Select id_region, nom_region from region"
set rs = CreateObject("ADODB.Recordset")
rs.Open region_Sql, Conn
%>
<select id="Region" name="Region" tabindex="5" onchange ="location.href('selects_dependientes.asp?Regio n=' + form.Region.options[form.Region.selectedIndex].value)">
<%
while not rs.eof
%>
<option value="<%=rs("id_region")%> <%If Request("Region")="" or Request("Region")=rs("id_region")%> Then Response.Write " selected "><%=rs("nom_region")%></option>
<% RS.movenext
Wend
rs.close
%>
</select>
<% if request.querystring("Region") <> "" then
SQL_com="select * from comuna where region="&request.querystring("id_region")&""
rs.open SQL_com, Conn
%>
<select name=comuna>
<%
do while not RS_com.eof
comuna = RS_com("comuna")
%>
<option value="<%=rs("comuna")%> <%If Request("comuna")="" or Request("comuna")=rs("comuna")%> Then Response.Write " selected "><%=rs("comuna")%></option>
<%
RS.MoveNext
Wend
RS.close
%>
</select>
<%End if %>
Saludos