#...

use strict;

use DBI;
use CGI;

#...

my $statement = "SELECT id, display_name FROM membership ORDER BY display_name";

my $result = $dbh->selectall_arrayref($statement);

my %h = map { $_->[0] => $_->[1] } @$result;

my $cgi = new CGI;
print $cgi->scrolling_list(
        -name => 'list_name',
        -multiple => 'true',
        -values => [ sort keys %h ],
        -labels=> \%h,
        );
#...