Either that or this:
Code:
<select name="ComprehensiveList"ONCHANGE="window.open(this.options[this.selectedIndex].value)">
<option value="" selected="selected" disabled="disabled"><select></option>
<option value="www.whatever.com">Option1</option>
<option value="www.whatever.com">Option2</option>
</select>
That way they can't even choose the "Select" option. That's what I do whenever I use a <select> box.