My suggestion, based on what I've seen to work:
Have a 'chain' of combo or list boxes. Leave only the first one enabled, and get the user to select an item. Make this cause a post-back or an AJAX call (I personally think AJAX is better as it's less 'jarring') and update the next in the chain with the possible answers. Repeat until done.
A good example I've seen is the category select tool in Ebay (assuming they haven't changed it).
Edit:
Suggested Resources:
http://www.w3schools.com/[
^] - An excellent website to start learning many browser technologies