You want to create an asp page that contains a form. The form will post to itself. IE. if the page you are working on is named page.asp, then the action of the form will also be page.asp. You will then want to use an if condition in your asp to see if the form has been submited or not. If the form has been submited, then you know that the user has selected an option from the first drop down. You will then request the choice from the first drop down and use that variable in generating your second sql statement.
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EXAMPLE
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<form name="form1" action="page.asp" method="post" >
<select name="dropdown1" onChange="javascript:document.form1.submit()">
<option>choice1</option>
<option>choice2</option>
</select>
</form>
<%
'CHECK TO SEE IF FORM IS POSTED
IF (request.form("dropdown1"

<> THEN
'GET THE CHOICE FROM STEP 1
Dim choice1
choice1 = request.form("dropdown1"
'include sql code for the second drop down...
sql = "SELECT * FROM table_name "
sql = sql + "WHERE columnname = '"&choice1&"'"
'execute sql
......
%>
<!-- POPULATE DROP DOWN 2 -->
<select name="dropdown2">
<option>choice1</option>
<option>choice2</option>
</select>
<%
END IF
%>
If you have any questions, just post back!!