Ok, veamos así:
<%
set oConn = Server.CreateObject("ADODB.Connection")
oConn.Open("DRIVER={Microsoft Access Driver (*.mdb)}; DBQ=" & Server.MapPath("\bd1.mdb"))
StrSQL = "SELECT * FROM centro"
set oRs = Server.CreateObject("ADODB.Recordset")
oRs.Open strSQL, oConn, 3, 3
i=1
%>
<select name="centro" id="centro">
<option value="0">(Seleccionar Centro)</option>
<%
Do While Not oRS.Eof
%>
<option value="<%=i%>"><%=oRs("centro")%></option>
<%
oRS.MoveNext
i=i+1
loop
%>
</select>
<%
oConn.Close
set oConn = nothing
%>