Hola, u_goldman.
Tienes que ir recorriendo los option e ir pasandolos al array:
Código PHP:
<html>
<head>
<script>
function pulsar() {
var a=new Array;
num=document.getElementById('sel').length;
for (i=0;i<num;i++)
a[i]=document.getElementById('sel').options[i].value;
}
</script>
</head>
<body>
<select id="sel">
<option value="1">1</option>
<option value="2">2</option>
<option value="3">3</option>
<option value="4">4</option>
<option value="5">5</option>
<input type="button" value="boton" onClick="pulsar()">
</form>
</body>
</html>
Saludos,