se vi interessa ho risolto cosi:

<div id="selects" data-role="fieldcontain">
<label for="last" class="select">scegli personaggio:</label>
<select name="last" id="last">
<option value="pippo">pippo</option>
<option value="pluto">pluto</option>
<option value="paperino">paperino</option>
<option value="topolino">topolino</option>
</select>
</div>

<script type="text/javascript">

$("#last").live("change" , function() {
var myselect = document.getElementsByTagName("select");
var numselect = myselect.length;
var oldid = "select-"+numselect;
$('#last').attr('name',oldid);
$('#last').attr('id',oldid);
$('#last').selectmenu("refresh",true);
$('#selects').append('<label for="last" class="select">scegli personaggio:</label><select name="last" id="last"><option value="pippo">pippo</option><option value="pluto">pluto</option><option value="paperino">paperino</option><option value="topolino">topolino</option></select>').trigger('create');
});
</script>

lo script va messo in fondo alla pagina html dentro il body, in questo modo funziona