If you are trying to have linked drop downs, the best way to do it is to have a script that returns the a prebuilt select box and an AJAX call that requests it.
Here is the documentation for jQuery's Ajax method if you need it.
$(document).ready(function(){
$('#countrylist').change(function(e){
$this = $(e.target);
$.ajax({
type: "POST",
url: "scriptname.asp", // Don't know asp/asp.net at all so you will ahve to do this bit
data: "country="$this.val(),
success:function(data){
$('#stateBoxHook').html(data);
}
});
});
});
Then have a span around your state select box with the id of "stateBoxHook"