The most sensible way to do this is AJAX. I don't bother with jquery - using straight javaScript, php, etc.
Here's your AJAX reference (from where I learned it).
AJAX Introduction[
^] This makes it pretty straight forward and has examples. Simple examples.
One thing: "new to these languages" is not particularly informative. I cannot tell if you're in over your head or not. I'll presume you created the initial query to populate the droplist. If not - you need to back up and learn how to do that own your own.