Here's a way to do this using java script. This will send to the link directly after making a selection. It will not require you to make a selection and then clicking on GO or some other button.
Copy this in the HEAD portion:
<script>
<!--
function land(ref, target)
{
lowtarget=target.toLowerCase();
if (lowtarget=="_self") {window.location=loc;}
else {if (lowtarget=="_top") {top.location=loc;}
else {if (lowtarget=="_blank") {window.open(loc);}
else {if (lowtarget=="_parent") {parent.location=loc;}
else {parent.frames[target].location=loc;};
}}}
}
function jump(menu)
{
ref=menu.choice.options[menu.choice.selectedIndex].value;
splitc=ref.lastIndexOf("*");
target="";
if (splitc!=-1)
{loc=ref.substring(0,splitc);
target=ref.substring(splitc+1,1000);}
else {loc=ref; target="_self";};
if (ref != "") {land(loc,target);}
}
//-->
</script>
Now copy this in the BODY where you want the menu to appear
<form action="dummy" method="post"><select name="choice" size="1" onChange="jump(this.form)"><option value="
http://www.pizza.com">Pizza</option><option value="
http://www.burger.com">Burger</option><option value="
http://www.soda.com">Soda</option></select></form>
Done. (Just update with the correct items and links)