Drop Down Menus That Populate Smaller Categories

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DropDownList

I was reading another form and it was suggested that the client uses categories for the drop down. This is exactly what I am trying to do on my site. I would like my customers to be able to select Country, Prov, City. This is the suggestion from the forum:

"One option is to have multiple selection boxes (eg Make of car, model of car). Choose an option from one box and it populates a smaller set of options in another box."

If you can tell me what the code is to do so that would be great!!

Thanks,
Tanya