Choose Country:

a) To change the first "option list" change the line
var aa = new Array("state1","state2","state3");
add any thing you want instead of state1, state2 ......

b) Your changes should reflect in the next lines too.
state1 = new Array("city1","city2");
state2 = new Array("city21","city22","city23");
state3 = new Array("city31","city32","city33");
Say if you change state1 to xxxx, do the same changes in the lines below where state1 is used.

Another example
var aa = new Array("option1","option2");
option1 = new Array("list1","list2");
option2 = new Array("list21","list22","list23");

c) Here we have used form name as "sform" and select filed names as "sel1" and "sel2". Don't alter the names.