I pulled this ASP example from the Internet when I was attempting to do the same thing you are wanting to do. It has three dropdown boxes that are using ADO to populate each succeeding box. I was able to alter this example for my particular use to succesfully do just what you are wanting to do.
<!-- Dynamic Drop Down. A FrontPageHowTo.com ASP Example -->
<!-- Copy and paste this code into a blank page in FP between the body tags
Import the FpNWind.mdb into your web and set up a database connection called Sample to it -->
<!-- Start First Drop Down -->
<%
Set objDC = Server.CreateObject("ADODB.Connection"

objDC.Open Application("sample_connectionstring"
Set objRS = objDC.Execute("Select Distinct Country FROM Suppliers"

%>
<table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="AutoNumber1">
<tr>
<td width="33%"> </td>
<td width="47%">
<FORM METHOD="POST" NAME="Form1" ACTION="our_supplier_in.asp">
<p align="left">
<SELECT NAME="Country" SIZE="1" ONCHANGE=Form1.submit()>
<option selected><% = Request.Form("Country"

%></option>
<%
' Continue until we get to the end of the recordset.
Do Until objRS.EOF
' For each record we create a option tag and set it's value to the countr
%>
<OPTION><%= objRS("Country"

%></OPTION>
<%
' Get next record
objRS.MoveNext
Loop
%>
</SELECT> <b><font face="Arial" size="2" color="#008080">Choose a Country</font></b></p>
</FORM>
<%
' Close Data Access Objects and free DB variables
objRS.Close
Set objRS = Nothing
objDC.Close
Set objDC = Nothing
%>
<!-- End first Drop Down -->
<!--Second drop down -->
<%
'Some code to hide the second drop down until we make a selection from the first
IF Request.Form("Country"

= "" Then
Else
'If Country has a value then we get a list of cities for the second drop down
Set objDC = Server.CreateObject("ADODB.Connection"

objDC.Open Application("sample_connectionstring"
Set objRS = objDC.Execute("Select City FROM Suppliers WHERE Country = '" & Request.Form("Country"

& "'"

%>
<FORM METHOD="POST" NAME="Form2" ACTION="our_supplier_in.asp">
<p align="left">
<font face="Arial"><font color="#008080"><b>
<SELECT NAME="City" SIZE="1" ONCHANGE=Form2.submit()>
<option selected><% = Request.Form("City"

%></option>
<%
' Continue until we get to the end of the recordset.
Do Until objRS.EOF
' For each record we create a option tag and set it's value to the city
%>
<OPTION><%= objRS("City"

%></OPTION>
<%
' Get next record
objRS.MoveNext
Loop
%>
<%
'Set a hidden value in the second form for the Country
'so we can pass it along with the city to the next query
%>
</SELECT></b></font><b><font size="2" color="#008080"> Choose a City</font></b><font color="#008080"><b><input type="hidden" name="Country" value="<% = Request.Form("Country"

%>"></b></font></font></p>
</FORM>
<%
' Close Data Access Objects and free DB variables
objRS.Close
Set objRS = Nothing
objDC.Close
Set objDC = Nothing
End IF
%>
<!-- Display the records -->
</td>
<td width="20%"></td>
</tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="AutoNumber2">
<tr>
<td width="33%"> </td>
<td width="47%">
<%
'Make sure we have submitted a city and don't show results until we do
IF Request.Form("city"

= "" Then
Else
Set objDC = Server.CreateObject("ADODB.Connection"

objDC.Open Application("sample_connectionstring"
Set objRS = objDC.Execute("Select * FROM Suppliers WHERE Country = '" & Request.Form("Country"

& "' AND City = '" & Request.Form("city"

& "'"
'Loop through the database and assign the appropriate values to variables
'that we will use later
Do Until objRS.EOF
CompanyName = objRS("CompanyName"

ContactName = objRS("ContactName"

Address = objRS("Address"

City = objRS("City"

Region = objRS("Region"

Zip = objRS("PostalCode"

Phone1 = objRS("Phone"

Fax1 = objRS("Fax"

Country = objRS("country"

objRS.MoveNext
Loop
objRS.Close
Set objRS = Nothing
objDC.Close
Set objDC = Nothing
%>
</div>
<p align="left"><b><font face="Arial" size="2" color="#008080">Our Supplier in: </font>
<font face="Arial" size="2" color="#800000"> <% Response.Write City & ", " & Country %> </font></b>
<br>
<font face="Arial" size="1" color="#008080">
<%
'Set up the display of the record
Response.Write CompanyName & "<br>"
Response.Write ContactName & "<br>"
Response.Write Address & "<br>"
Response.Write City & ", " & Region & " " & Zip & "<br>"
Response.Write "Phone: " & Phone1 & "<br>"
IF Fax1 <> "" Then
Response.Write "Fax: " & Fax1 & "<br>"
End IF
End IF
%>
</font>
</p>
</td>
<td width="20%"> </td>
</tr>
</table>
Hope this helps!
Dave