Drop down menu

http://matthew.animeblogger.net/archives/2005/10/22/mahou_shoujo_lyrical_nanoha_as_4.php

Look at the drop down menu at top, where you can select any posts from that category. I know he uses MovableType, but i want to do the same in WordPress, i saw it in some blogs. Can anyone help me? Is there an option or something to make a drop down menu like that? Someone told me to use this script:

<script language=”JavaScript” type=”text/JavaScript”>
<!–
function MM_jumpMenu(targ,selObj,restore){ //v3.0
eval(targ+”.location='”+selObj.options[selObj.selectedIndex].value+”‘”);
if (restore) selObj.selectedIndex=0;
}
//–>
</script>

<select name=”category” onchange=”MM_jumpMenu(‘parent’,this,0)”>
<option value=””>Other entries in my site…</option>

<option value=””>———————————–</option>
<?php query_posts(‘category_name=YOURCATEGORYNAME&showposts=4’); ?>
<?php while (have_posts()) : the_post(); ?>
<option value=”<?php the_permalink(); ?>”><?php the_title(); ?></option>
<?php endwhile; ?>
</select>

But i didn’t know where i had to put it :S Also i saw i must specify a category, but can i make it “dynamic” so depending on the category of the post, it show only posts from that category? (exactly like the site before mentioned) I need too the drop down menu appears in every post i visit by clicking on the post title (like that site).
Also, someone told me to use cg-samecat plugin, but i don’t know how… ._.
Thanks in advance!