How Do I Make Links Out Of The List That Is Under My Dropdown

<form>
<p align="center">Select a Site 
<select id="setit" style="color: #0000FF" size="1" name="test">
<option value="">Select one</option>
    <option value="http://www.altavista.com">AltaVista</option>
    <option value="http://www.yahoo.com">Yahoo</option>
     <option value="http://www.google.com">Google</option></select>
     <input type="button" value="Go"
>
</p></form>