Im using PHP to connect to a sql database, and im wanting to create a dependent select option that will automatically refresh.

Example user selects their country from drop down menu A, page automatically refreshes, then drop down menu b is automatically populated with the cities from the countries selected.

Any ideas, im wanting to keep everything done server side were possible.

you need 2 table countries and cities.
using the id from the countries table put it in the cities table e.g.
countries
id = 1
country = UK
id = 2
country = USA
id = 3
country = Africa

cities
id = 1
city = London
id = 1
citry = Wolverhampton
id = 2
city = New York
id = 3
city = Togo

etcc..
Then using a query you just select the cities according to the ID passed from the drop down menu.