GRACIAS, LO HICE ASI DE SENCILLO:
Código:
<?php
require("clase_mysql.inc.php");
$conexion = new DB_mysql;
$conexion->conectar("banco","localhost","panchi","");
$conexion->consulta("SELECT user.cedula FROM usuarios as user");
echo "<select name='lista'> ";
while ($row = mysql_fetch_row($conexion->Consulta_ID)) {
for ($i = 0; $i < $conexion->numcampos(); $i++){
echo "<option>".$row[$i]."</option>";
}
}
echo " </select>";
?>