here is the browser/server interaction --

On the browser you have a form (btw, your syntax is wrong)

<form>
<select name="month" size="1">
    <option value="">Select a month</option>
    <option value="0305">March 2005</option>
    <option value="0405">April 2005</option>
    <option value="0505">May 2005</option>
    <option value="0605">June 2005</option>
    <option value="0705">July 2005</option>
</select>
<input type="submit">
</form>
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The user selects a month and hits submit. That action sends a form variable called month back to the server. Perl on the server grabs the form variable and stuffs it in a var like so --

my $month = $cgi->param('month');
# You are using CGI or CGI::Simple, are you not?

# now do whatever you want with that $month
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You want to actually generate the above form using Perl.

# here is one of the million ugly ways of doing this. 
# The better way would be to use a templating system.
my @months = qw(03March 04April 05May 06June 07July);

print makeform();

sub makeform {
  my $form = "<select name='month' size='1'>\n";
  $form .= "<option value=''>Select a month</option>\n";
  for (@months) {
    $_ =~ /(\d\d)(.*)/;
    $form .= "<option value='" . $1 . "05'>" . $2 . "2005</option>\n";
  }
  $form .= "</select>\n";
  return $form;
}
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yeewww. I haven't done that kind of code in a long time. Made me feel kinda dirty. I don't think I have written a web app without HTML::Template in 3 years.

Update: corrected stupid typos and mistakes in bad, ugly code. Reason #467 to use a templating system.