Ajax based drop-down-select menu in new thread page

[ehmud]

I am looking for if it's possible to add ajax based drop-down-select on new thread page. I want to add list of countries, their states and cities. So when ever some one select a country, list of states of that country should appear, if one state is slected, list of cities of that states should appear. This is the thing, I am looking for: http://ablew.com/cascadedrpdwnJavascript/index.php

I have this script but do not know how to integrate it with database so user can also search posts related to their target cities.

Thanks