archives in a select box?

Just a quick question–sorry yes I know I’m a pain, but I’m a total n00b to Word Press–I’m the first to admit it.

How can I put my archives in a selectbox format?
So, it’s basically a drop down box, someone clicks on a month e.g march 2007 and clicks the submit button next to it? I tried it and it didn’t work–gave me an error…