Yo what's up, my man?
Unfortunately, currently our plugin doesn't support dropddown boxes in the form. It's something that we're looking at and working on including in our next release. However, as a workaround, what you can do is use MailChimp's embedded form on your WordPress site! Here's how to generate that code:
How can I add my signup form on my website?: http://eepurl.com/gOGN
The dropdown box will only appear if it's set up as a group. Unfortunately, with that specific field, it contains too many options to be converted directly to a group. :\
Using that embedded form should give you a pretty viable alternative, though!
If we can further assist, give us a shout!