dueselect.php
codice:
<?php
  $sql = "SELECT colonna_select FROM tabella_select";
  $result = mysql_query($sql, $db) or die (mysql_error());
?>
<form name="mioform" action="dueselect.php" method="post">
  <select name="primaselect" onchange="this.form.submit();">
    <?php
       if ($result) {
         $valori_non_esclusi = array();
         while($row = mysql_fetch_array($result) {
           if ($_POST['primaselect'] != $row['colonna_select']) {
             $valori_non_esclusi[] = $row['colonna_select'];
           }
           echo("<option value=\"".$row['colonna_select']."\">".$row['colonna_select']."</option>");
        }
    ?>
  </select>
  <select name="secondaselect">
  <?php
     for ($i = 0; $i < count($valori_non_esclusi); $i++) {
       echo("<option value=\"".$valori_non_esclusi[$i]."\">".$valori_non_esclusi[$i]."</option>");
     }
  ?>
  </select>
Eventuali make-ups (ajax etc) lasciati a te.