+2  A: 

This is browser-dependent behaviour. Each browser applies css to form controls differently.

The best breakdown of what you can do (that I've come across) is at http://www.456bereastreet.com/archive/200701/styling_form_controls_with_css_revisited/. And the most relevant section is http://www.456bereastreet.com/lab/styling-form-controls-revisited/select-single/

Jonathan Fingland
Thanks for the breakdown. Great article, it's nice to see how it looks in so many browsers at once, after reading it looks like I have to leave it alone or use JavaScript.
Denis Hoctor
basically, yeah. Fortunately most of the jQuery plugins for select box replacements don't break things completely if Javascript is disabled. Just be sure to test things with JS disabled to see if things still function properly (if not prettily)
Jonathan Fingland
A: 

In your case it would be better to use a custom element that acts like a select box.

Here is a nice one using jQuery

Select Box replacement

rahul
I also found http://info.wsisiz.edu.pl/~suszynsk/jQuery/demos/jquery-selectbox/
Denis Hoctor