Devi fare così:

<select name="categorie" class="neroelenco" onChange="MM_jumpMenu('parent.nomeframe ',this,0)">
<option value="pagina1.html " selected>pagina1</option>
<option value="pagina2.html ">pagina 2</option>
<option value="pagina3.html ">pagina3</option>
</select>