Hola Kalili
<select name="select" onChange="location.href=this.value">
<option value="http://www.forosdelweb.com">Opcion 1</option>
<option value="http://www.yahoo.es">Opcion 2</option>
<option value="http://www.maestrosdelweb.com">Opcion 3</option>
<option value="about
:blank">Blank</option>
</select>
Suerte
