function formHandler(){
var URL = document.form.site.options[document.form.site.selectedIndex].value;
window.location.href = URL;
}

document.write('<form name="form">');
document.write('<select name="site" size=1>');
document.write('<option value="">Choose a state');
document.write('<option value="maine.htm">Maine');
document.write('<option value="mass.htm">Massachusetts');
document.write('<option value="conn.htm">Connecticut');
document.write('<option value="new_hamp.htm">New Hampshire');
document.write('<option value="rhode_island.htm">Rhode Island');
document.write('<option value="vermont.htm">Vermont');
document.write('</select>');
document.write('<input type=button value="Go!" onClick="javascript:formHandler()">');
document.write('</form>');