I think I have done what you are trying to do a million times, tell me if this is what you are looking for. Basically first do the assumed code to get the array:

my $sth = $dbh->prepare("SELECT stuff FROM table");
$sth->execute;
my @data = $sth->fetchrow_array;
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Then you have a nice array with all the elements of your sql return. Then just setup the select and itterate through this array like so:

print "<select name = 'test'>";
foreach my $entry ( @data ) {
  print "<option value = '$entry'>$entry</option>";
}
print "</select>";
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And if what is what you are looking for, then there is a simple answer, if not, BUGGER OFF! Tradez